+24.7%
NOC vs PL
+560.8%
-536.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +4.9% | +13.4% | -8.5% | +4.6% |
| 30D | +13.6% | -10.2% | +23.8% | +13.7% |
| 3M | -3.9% | -39.5% | +35.6% | -3.0% |
| 6M | +1.4% | -65.7% | +67.1% | +3.4% |
| YTD | -2.2% | -27.3% | +25.1% | -1.8% |
| 1Y | -1.2% | +15.0% | -16.2% | -1.0% |
| All | +24.7% | +560.8% | -536.1% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling