+56.7%
NOC vs UL
+19.6%
+37.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -1.6% | -3.2% | +1.6% | -1.0% |
| 30D | -10.4% | -0.6% | -9.8% | -10.3% |
| 3M | -5.6% | +9.4% | -15.0% | -7.3% |
| 6M | -30.4% | -4.1% | -26.3% | -30.0% |
| YTD | -8.5% | -2.0% | -6.5% | -8.6% |
| 1Y | -8.3% | -9.0% | +0.6% | -7.2% |
| 3Y | +28.2% | +21.8% | +6.4% | +22.2% |
| 5Y | +56.7% | +20.6% | +36.1% | +45.4% |
| All | +56.7% | +19.6% | +37.1% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling