+57.3%
NOC vs S
-52.7%
+110.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | 0.0% |
| 7D | -5.8% | -13.4% | +7.6% | -5.9% |
| 30D | +10.9% | -14.0% | +24.9% | +10.8% |
| 3M | -7.1% | +4.9% | -12.0% | -7.0% |
| 6M | -5.3% | +42.0% | -47.3% | -4.9% |
| YTD | -6.8% | +45.1% | -51.9% | -6.4% |
| 1Y | -6.7% | +33.1% | -39.8% | -6.3% |
| 3Y | +17.2% | +40.6% | -23.5% | +18.0% |
| 5Y | +56.3% | -67.5% | +123.7% | +53.8% |
| All | +57.3% | -52.7% | +110.0% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling