-7.5%
NOC vs URI
+33.3%
-40.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.2% | -4.3% |
| 7D | -5.0% | -4.3% | -0.6% | -4.8% |
| 30D | +10.3% | +4.6% | +5.7% | +10.2% |
| 3M | -4.3% | -2.1% | -2.2% | -4.3% |
| 6M | -6.5% | +21.9% | -28.4% | -7.3% |
| YTD | -6.7% | +39.7% | -46.4% | -9.2% |
| 1Y | -7.5% | +32.9% | -40.3% | -10.1% |
| All | -7.5% | +33.3% | -40.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling