+25.6%
NOC vs URA
+117.9%
-92.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.5% |
| 7D | -5.2% | +1.1% | -6.3% | -5.2% |
| 30D | -7.2% | +7.4% | -14.6% | -7.5% |
| 3M | -5.1% | -8.4% | +3.3% | -4.9% |
| 6M | -31.1% | -12.7% | -18.4% | -30.8% |
| YTD | -8.6% | +7.8% | -16.4% | -8.4% |
| 1Y | -9.7% | +19.5% | -29.2% | -9.5% |
| All | +25.6% | +117.9% | -92.3% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling