-7.5%
NOC vs UUUU
-55.1%
+47.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.5% |
| 7D | -5.0% | -14.4% | +9.5% | -4.5% |
| 30D | +10.3% | -33.6% | +44.0% | +12.0% |
| 3M | -4.3% | -44.2% | +39.9% | -2.4% |
| 6M | -6.5% | -66.8% | +60.3% | -1.8% |
| YTD | -6.7% | -50.6% | +43.9% | -4.8% |
| 1Y | -7.5% | -57.8% | +50.3% | -5.8% |
| All | -7.5% | -55.1% | +47.6% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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