+1,097.2%
NOC vs URA
-31.1%
+1,128.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | -5.2% | +1.1% | -6.3% | -5.3% |
| 30D | -7.2% | +7.4% | -14.6% | -8.3% |
| 3M | -5.1% | -8.4% | +3.3% | -4.4% |
| 6M | -31.1% | -12.7% | -18.4% | -30.4% |
| YTD | -8.6% | +7.8% | -16.4% | -10.7% |
| 1Y | -9.7% | +19.5% | -29.2% | -13.8% |
| 3Y | +24.3% | +116.4% | -92.1% | +5.0% |
| 5Y | +52.6% | +134.3% | -81.7% | +22.6% |
| 10Y | +183.6% | +359.3% | -175.7% | +87.6% |
| All | +1,097.2% | -31.1% | +1,128.4% | +968.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling