+15,786.6%
NOC vs SU
+61,771.6%
-45,984.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.6% |
| 7D | -1.6% | +1.6% | -3.1% | -1.6% |
| 30D | -10.4% | +10.7% | -21.1% | -10.4% |
| 3M | -5.6% | +13.5% | -19.1% | -5.6% |
| 6M | -30.4% | +21.8% | -52.2% | -30.4% |
| YTD | -8.5% | +58.8% | -67.3% | -8.5% |
| 1Y | -8.3% | +72.0% | -80.4% | -8.4% |
| 3Y | +28.2% | +121.7% | -93.5% | +28.1% |
| 5Y | +56.7% | +350.4% | -293.7% | +56.5% |
| 10Y | +189.3% | +264.7% | -75.3% | +188.9% |
| All | +15,786.6% | +61,771.6% | -45,984.9% | +15,729.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling