+189.8%
NOC vs UL
+65.6%
+124.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +1.1% |
| 7D | -1.8% | -4.1% | +2.3% | -0.5% |
| 30D | -9.4% | -1.2% | -8.3% | -9.2% |
| 3M | -3.8% | +6.0% | -9.8% | -5.8% |
| 6M | -28.8% | -5.5% | -23.3% | -27.9% |
| YTD | -7.9% | -3.3% | -4.6% | -7.6% |
| 1Y | -9.0% | -9.8% | +0.7% | -7.0% |
| 3Y | +29.1% | +20.1% | +8.9% | +19.0% |
| 5Y | +58.9% | +19.2% | +39.8% | +44.9% |
| All | +189.8% | +65.6% | +124.2% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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