-9.7%
NOC vs SU
+70.8%
-80.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.4% |
| 7D | -5.2% | +2.9% | -8.1% | -5.4% |
| 30D | -7.2% | +7.2% | -14.4% | -7.8% |
| 3M | -5.1% | +2.8% | -7.9% | -5.9% |
| 6M | -31.1% | +18.2% | -49.3% | -34.2% |
| YTD | -8.6% | +54.0% | -62.6% | -17.1% |
| 1Y | -9.7% | +70.1% | -79.8% | -18.4% |
| All | -9.7% | +70.8% | -80.5% | -18.4% |
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