-9.7%
NOC vs UUUU
+27.9%
-37.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.5% |
| 7D | -5.2% | -1.4% | -3.8% | -5.1% |
| 30D | -7.2% | +16.3% | -23.5% | -7.8% |
| 3M | -5.1% | -16.7% | +11.6% | -4.6% |
| 6M | -31.1% | -33.7% | +2.6% | -30.1% |
| YTD | -8.6% | -0.5% | -8.1% | -8.3% |
| 1Y | -9.7% | +28.9% | -38.6% | -1.9% |
| All | -9.7% | +27.9% | -37.7% | -1.9% |
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