+59.1%
NOC vs SU
+348.9%
-289.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.8% | +2.2% | -1.5% | +0.4% |
| 30D | -9.7% | +8.4% | -18.1% | -10.8% |
| 3M | -5.6% | +12.1% | -17.7% | -7.4% |
| 6M | -28.6% | +19.7% | -48.3% | -30.9% |
| YTD | -7.9% | +58.4% | -66.3% | -14.8% |
| 1Y | -9.5% | +67.2% | -76.8% | -17.1% |
| 3Y | +28.4% | +125.0% | -96.7% | +10.5% |
| All | +59.1% | +348.9% | -289.8% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling