+65.0%
NOC vs S
-51.7%
+116.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +4.8% | +2.0% | +2.9% | +4.9% |
| 30D | +11.0% | -2.7% | +13.8% | +11.0% |
| 3M | -3.8% | -6.9% | +3.1% | -3.8% |
| 6M | +0.6% | +38.1% | -37.4% | +1.0% |
| YTD | -2.3% | +48.0% | -50.3% | -1.8% |
| 1Y | +0.3% | +34.5% | -34.2% | +0.7% |
| 3Y | +24.6% | +38.3% | -13.7% | +25.4% |
| 5Y | +66.0% | -70.9% | +136.9% | +62.5% |
| All | +65.0% | -51.7% | +116.7% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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