-9.5%
NOC vs ROP
-23.7%
+14.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.8% | -4.6% | +5.4% | +1.0% |
| 30D | -9.7% | -1.7% | -8.0% | -9.6% |
| 3M | -5.6% | +17.1% | -22.7% | -5.8% |
| 6M | -28.6% | +10.9% | -39.4% | -28.8% |
| YTD | -7.9% | -12.1% | +4.2% | -8.6% |
| 1Y | -9.5% | -24.2% | +14.7% | -6.7% |
| All | -9.5% | -23.7% | +14.2% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling