+189.8%
NOC vs ROP
+135.7%
+54.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -1.8% | -8.0% | +6.2% | +1.3% |
| 30D | -9.4% | -2.7% | -6.7% | -8.6% |
| 3M | -3.8% | +16.6% | -20.4% | -9.8% |
| 6M | -28.8% | +10.4% | -39.1% | -32.0% |
| YTD | -7.9% | -12.1% | +4.2% | -4.3% |
| 1Y | -9.0% | -23.6% | +14.6% | +0.1% |
| 3Y | +29.1% | -19.3% | +48.4% | +36.0% |
| 5Y | +58.9% | -15.4% | +74.3% | +60.4% |
| All | +189.8% | +135.7% | +54.1% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling