+54.5%
NOC vs S
-57.7%
+112.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -1.6% | -1.2% | -0.4% | -1.6% |
| 30D | -10.4% | -12.6% | +2.2% | -10.5% |
| 3M | -5.6% | +27.6% | -33.2% | -5.3% |
| 6M | -30.4% | +35.5% | -65.9% | -30.1% |
| YTD | -8.5% | +29.6% | -38.1% | -8.2% |
| 1Y | -8.3% | +8.1% | -16.5% | -8.1% |
| 3Y | +28.2% | +14.8% | +13.5% | +28.9% |
| 5Y | +56.7% | -70.6% | +127.3% | +54.3% |
| All | +54.5% | -57.7% | +112.3% | +55.6% |
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