-9.4%
NOC vs URI
+5.1%
-14.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -2.7% | +2.5% | -5.2% | -2.8% |
| 30D | -8.9% | -12.5% | +3.7% | -8.5% |
| 3M | -3.7% | -6.2% | +2.5% | -3.6% |
| 6M | -30.8% | +25.9% | -56.7% | -31.6% |
| YTD | -7.9% | +26.2% | -34.1% | -9.7% |
| 1Y | -9.4% | +5.5% | -14.9% | -9.9% |
| All | -9.4% | +5.1% | -14.6% | -9.9% |
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