+28.4%
NOC vs SHAK
-2.6%
+31.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | 0.0% |
| 7D | +0.8% | -8.3% | +9.1% | +0.9% |
| 30D | -9.7% | -12.6% | +2.9% | -9.6% |
| 3M | -5.6% | +9.1% | -14.8% | -5.8% |
| 6M | -28.6% | -31.2% | +2.7% | -28.6% |
| YTD | -7.9% | -21.6% | +13.7% | -7.8% |
| 1Y | -9.5% | -38.8% | +29.3% | -9.6% |
| 3Y | +28.4% | +0.6% | +27.8% | +32.6% |
| All | +28.4% | -2.6% | +31.0% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 3y: compounded portfolio wealth divided by compounded SHAK 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…
3y analysis · Full analysis span regression · 6 months rolling