+157.4%
NOC vs URA
+266.3%
-108.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +4.8% | -1.5% | +6.4% | +5.0% |
| 30D | +11.0% | -10.4% | +21.5% | +12.2% |
| 3M | -3.8% | -29.6% | +25.8% | -0.5% |
| 6M | +0.6% | -40.3% | +40.9% | +5.7% |
| YTD | -2.3% | -25.5% | +23.2% | -0.4% |
| 1Y | +0.3% | -26.4% | +26.7% | +2.1% |
| 3Y | +24.6% | +31.4% | -6.8% | +15.1% |
| 5Y | +66.0% | +28.6% | +37.4% | +50.2% |
| All | +157.4% | +266.3% | -108.9% | +80.2% |
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