+56.1%
NOC vs S
-72.3%
+128.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.7% |
| 7D | -2.7% | -5.8% | +3.1% | -2.7% |
| 30D | -8.9% | -9.2% | +0.3% | -8.9% |
| 3M | -3.7% | +23.4% | -27.0% | -3.5% |
| 6M | -30.8% | +36.9% | -67.7% | -30.6% |
| YTD | -7.9% | +29.5% | -37.5% | -7.7% |
| 1Y | -9.4% | +5.4% | -14.9% | -9.2% |
| 3Y | +29.0% | +14.7% | +14.3% | +29.4% |
| 5Y | +56.1% | -71.5% | +127.6% | +55.0% |
| All | +56.1% | -72.3% | +128.4% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling