+189.8%
NOC vs TROW
+130.0%
+59.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +0.8% | -3.2% | +4.0% | +1.6% |
| 30D | -9.7% | -4.6% | -5.1% | -8.6% |
| 3M | -5.6% | -0.7% | -5.0% | -5.8% |
| 6M | -28.6% | +22.2% | -50.8% | -32.6% |
| YTD | -7.9% | +6.6% | -14.5% | -10.0% |
| 1Y | -9.5% | +5.8% | -15.4% | -11.5% |
| 3Y | +28.4% | +11.6% | +16.8% | +20.9% |
| 5Y | +59.0% | -38.9% | +97.9% | +80.3% |
| All | +189.8% | +130.0% | +59.8% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling