+10,205.1%
NOC vs STZ
+9,621.1%
+584.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -5.2% | -1.9% | -3.3% | -4.9% |
| 30D | -7.2% | -1.9% | -5.3% | -6.9% |
| 3M | -5.1% | -6.2% | +1.1% | -4.3% |
| 6M | -31.1% | -14.0% | -17.1% | -29.6% |
| YTD | -8.6% | -5.1% | -3.5% | -8.3% |
| 1Y | -9.7% | -9.6% | -0.2% | -8.8% |
| 3Y | +24.3% | -47.2% | +71.5% | +35.8% |
| 5Y | +52.6% | -33.6% | +86.2% | +59.8% |
| 10Y | +183.6% | -9.8% | +193.4% | +177.0% |
| All | +10,205.1% | +9,621.1% | +584.0% | +5,598.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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