+162.8%
NOC vs URA
+289.1%
-126.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.0% | +4.2% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +14.1% | -14.8% | +28.9% | +15.9% |
| 3M | -4.6% | -25.3% | +20.7% | -2.0% |
| 6M | +0.7% | -39.9% | +40.7% | +5.7% |
| YTD | -2.6% | -22.4% | +19.8% | -1.1% |
| 1Y | -1.0% | -29.0% | +28.0% | +1.3% |
| 3Y | +24.5% | +41.0% | -16.5% | +14.1% |
| 5Y | +64.3% | +38.3% | +26.0% | +47.4% |
| 10Y | +162.8% | +276.1% | -113.3% | +90.8% |
| All | +162.8% | +289.1% | -126.3% | +90.8% |
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