+161.3%
NOC vs URI
+1,313.6%
-1,152.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.9% | -4.2% | +1.8% |
| 7D | -2.9% | -4.0% | +1.1% | -2.4% |
| 30D | +12.1% | +6.8% | +5.3% | +11.1% |
| 3M | -5.3% | -2.8% | -2.4% | -5.1% |
| 6M | -1.0% | +20.9% | -21.9% | -3.9% |
| YTD | -4.3% | +40.2% | -44.5% | -9.6% |
| 1Y | -3.6% | +34.1% | -37.7% | -8.5% |
| 3Y | +22.9% | +164.1% | -141.2% | +3.0% |
| 5Y | +60.4% | +199.3% | -139.0% | +28.2% |
| 10Y | +161.3% | +1,218.8% | -1,057.6% | +52.5% |
| All | +161.3% | +1,313.6% | -1,152.4% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling