+191.0%
NOC vs URA
+375.7%
-184.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.4% |
| 7D | -2.7% | +8.1% | -10.8% | -3.5% |
| 30D | -8.9% | +5.8% | -14.6% | -9.5% |
| 3M | -3.7% | +3.4% | -7.1% | -4.3% |
| 6M | -30.8% | -2.6% | -28.2% | -31.1% |
| YTD | -7.9% | +11.2% | -19.1% | -9.9% |
| 1Y | -9.4% | +19.8% | -29.3% | -12.6% |
| 3Y | +29.0% | +121.5% | -92.5% | +12.2% |
| 5Y | +56.1% | +134.5% | -78.4% | +30.4% |
| All | +191.0% | +375.7% | -184.6% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling