+65.3%
NOC vs ROP
+0.9%
+64.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +14.1% | +30.3% | -16.2% | +8.1% |
| 3M | -4.6% | +17.8% | -22.4% | -7.9% |
| 6M | +0.7% | +38.9% | -38.2% | -6.1% |
| YTD | -2.6% | +7.6% | -10.2% | -4.2% |
| 1Y | -1.0% | +6.5% | -7.5% | -2.4% |
| 3Y | +24.5% | -6.3% | +30.8% | +25.6% |
| All | +65.3% | +0.9% | +64.4% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling