+28.4%
NOC vs UUUU
+74.5%
-46.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.1% |
| 7D | +0.8% | -10.5% | +11.3% | +1.1% |
| 30D | -9.7% | -10.5% | +0.8% | -9.5% |
| 3M | -5.6% | -14.1% | +8.5% | -5.4% |
| 6M | -28.6% | -35.5% | +6.9% | -27.9% |
| YTD | -7.9% | -10.9% | +3.1% | -7.7% |
| 1Y | -9.5% | +3.4% | -12.9% | -9.5% |
| 3Y | +28.4% | +73.1% | -44.8% | +26.4% |
| All | +28.4% | +74.5% | -46.2% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling