+17.2%
NOC vs URA
+36.0%
-18.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.2% |
| 7D | -5.8% | -4.1% | -1.7% | -5.7% |
| 30D | +10.9% | -19.0% | +29.9% | +11.6% |
| 3M | -7.1% | -25.1% | +18.0% | -6.4% |
| 6M | -5.3% | -44.5% | +39.2% | -3.4% |
| YTD | -6.8% | -24.3% | +17.5% | -5.6% |
| 1Y | -6.7% | -28.1% | +21.4% | -5.6% |
| 3Y | +17.2% | +40.7% | -23.5% | +15.0% |
| All | +17.2% | +36.0% | -18.8% | +15.0% |
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