+21.6%
NOC vs UMAC
+549.5%
-527.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.3% | -8.6% | +0.6% |
| 7D | -2.7% | +14.7% | -17.4% | -2.9% |
| 30D | -8.9% | -0.5% | -8.4% | -8.9% |
| 3M | -3.7% | +0.5% | -4.2% | -3.9% |
| 6M | -30.8% | +57.9% | -88.7% | -31.3% |
| YTD | -7.9% | +103.9% | -111.9% | -8.8% |
| 1Y | -9.4% | +159.3% | -168.7% | -10.3% |
| All | +21.6% | +549.5% | -527.9% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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