+1,784.1%
NOC vs URI
+7,462.1%
-5,678.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | -5.8% | -9.8% | +3.9% | -4.6% |
| 30D | +10.9% | +1.7% | +9.1% | +10.6% |
| 3M | -7.1% | -9.1% | +1.9% | -6.1% |
| 6M | -5.3% | +9.9% | -15.2% | -6.9% |
| YTD | -6.8% | +31.2% | -38.0% | -11.2% |
| 1Y | -6.7% | +25.9% | -32.6% | -10.6% |
| 3Y | +17.2% | +147.4% | -130.2% | +0.4% |
| 5Y | +56.3% | +179.7% | -123.5% | +29.0% |
| 10Y | +173.7% | +1,419.5% | -1,245.8% | +69.7% |
| All | +1,784.1% | +7,462.1% | -5,678.0% | +743.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling