+15,768.5%
NOC vs UL
+2,661.1%
+13,107.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -5.2% | -1.3% | -3.8% | -4.8% |
| 30D | -7.2% | +0.5% | -7.7% | -7.4% |
| 3M | -5.1% | +17.6% | -22.7% | -9.4% |
| 6M | -31.1% | -5.4% | -25.7% | -30.4% |
| YTD | -8.6% | +0.7% | -9.3% | -9.3% |
| 1Y | -9.7% | -9.3% | -0.5% | -8.1% |
| 3Y | +24.3% | +24.5% | -0.3% | +15.4% |
| 5Y | +52.6% | +23.2% | +29.4% | +40.2% |
| 10Y | +183.6% | +64.5% | +119.1% | +138.0% |
| All | +15,768.5% | +2,661.1% | +13,107.4% | +7,314.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling