-7.5%
NOC vs SU
+88.1%
-95.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | 0.0% | -4.0% |
| 7D | -5.0% | -7.1% | +2.1% | -4.2% |
| 30D | +10.3% | +4.8% | +5.6% | +10.0% |
| 3M | -4.3% | +12.5% | -16.8% | -5.2% |
| 6M | -6.5% | +6.5% | -13.0% | -7.4% |
| YTD | -6.7% | +65.8% | -72.5% | -16.9% |
| 1Y | -7.5% | +86.2% | -93.6% | -17.7% |
| All | -7.5% | +88.1% | -95.6% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling