+186.3%
NOC vs URI
+1,157.2%
-970.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -2.7% | +2.5% | -5.2% | -3.0% |
| 30D | -8.9% | -12.5% | +3.7% | -7.3% |
| 3M | -3.7% | -6.2% | +2.5% | -3.1% |
| 6M | -30.8% | +25.9% | -56.7% | -33.5% |
| YTD | -7.9% | +26.2% | -34.1% | -11.8% |
| 1Y | -9.4% | +5.5% | -14.9% | -11.1% |
| 3Y | +29.0% | +125.0% | -96.0% | +10.3% |
| 5Y | +56.1% | +210.4% | -154.4% | +22.6% |
| 10Y | +186.3% | +1,157.2% | -970.9% | +59.8% |
| All | +186.3% | +1,157.2% | -970.9% | +59.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling