+15,879.4%
NOC vs TROW
+14,398.8%
+1,480.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -8.9% | -4.0% | -4.8% | -8.1% |
| 3M | -3.7% | +5.0% | -8.7% | -4.8% |
| 6M | -30.8% | +24.3% | -55.1% | -33.9% |
| YTD | -7.9% | +9.8% | -17.7% | -10.0% |
| 1Y | -9.4% | +6.4% | -15.9% | -11.0% |
| 3Y | +29.0% | +15.8% | +13.2% | +22.7% |
| 5Y | +56.1% | -37.3% | +93.3% | +63.7% |
| 10Y | +186.3% | +130.6% | +55.6% | +129.5% |
| All | +15,879.4% | +14,398.8% | +1,480.6% | +6,454.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling