-7.5%
NOC vs URA
-32.2%
+24.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.5% | -4.5% |
| 7D | -5.0% | -10.5% | +5.6% | -4.4% |
| 30D | +10.3% | -18.6% | +29.0% | +11.8% |
| 3M | -4.3% | -23.0% | +18.7% | -2.9% |
| 6M | -6.5% | -40.3% | +33.8% | -2.5% |
| YTD | -6.7% | -23.5% | +16.7% | -5.5% |
| 1Y | -7.5% | -31.1% | +23.6% | -6.5% |
| All | -7.5% | -32.2% | +24.7% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling