+9,859.4%
NOC vs ROP
+25,523.2%
-15,663.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -1.8% |
| 7D | -5.2% | -4.4% | -0.7% | -4.3% |
| 30D | -7.2% | +3.2% | -10.4% | -7.8% |
| 3M | -5.1% | +23.1% | -28.2% | -9.2% |
| 6M | -31.1% | +13.3% | -44.4% | -33.1% |
| YTD | -8.6% | -7.9% | -0.7% | -7.8% |
| 1Y | -9.7% | -22.1% | +12.3% | -5.9% |
| 3Y | +24.3% | -16.8% | +41.1% | +27.2% |
| 5Y | +52.6% | -13.5% | +66.2% | +53.9% |
| 10Y | +183.6% | +137.7% | +45.9% | +136.1% |
| All | +9,859.4% | +25,523.2% | -15,663.8% | +5,270.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling