+281.2%
NOC vs TRU
+238.0%
+43.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.9% | +3.4% | -1.5% |
| 7D | -5.2% | -6.8% | +1.6% | -4.1% |
| 30D | -7.2% | 0.0% | -7.2% | -7.3% |
| 3M | -5.1% | +13.3% | -18.4% | -7.4% |
| 6M | -31.1% | +3.4% | -34.5% | -31.9% |
| YTD | -8.6% | -6.4% | -2.2% | -8.5% |
| 1Y | -9.7% | -9.7% | 0.0% | -9.4% |
| 3Y | +24.3% | +0.1% | +24.1% | +17.7% |
| 5Y | +52.6% | -34.0% | +86.7% | +59.8% |
| 10Y | +183.6% | +147.9% | +35.7% | +104.0% |
| All | +281.2% | +238.0% | +43.2% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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