+57.6%
NOC vs ROP
-15.3%
+72.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.2% |
| 7D | -2.7% | -5.4% | +2.7% | -1.6% |
| 30D | -8.9% | -1.6% | -7.2% | -8.6% |
| 3M | -3.7% | +18.8% | -22.5% | -7.1% |
| 6M | -30.8% | +8.2% | -39.0% | -32.1% |
| YTD | -7.9% | -10.5% | +2.5% | -5.9% |
| 1Y | -9.4% | -23.7% | +14.3% | -3.5% |
| 3Y | +29.0% | -17.9% | +46.8% | +33.3% |
| All | +57.6% | -15.3% | +72.9% | +56.0% |
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