-31.1%
NOC vs URI
+20.7%
-51.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.5% |
| 7D | -5.2% | -2.0% | -3.2% | -5.2% |
| 30D | -7.2% | -12.9% | +5.7% | -7.3% |
| 3M | -5.1% | -6.7% | +1.6% | -5.3% |
| 6M | -31.1% | +19.0% | -50.1% | -31.6% |
| All | -31.1% | +20.7% | -51.8% | -31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling