+59.1%
NOC vs UUUU
+88.5%
-29.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.3% | +7.0% | +0.9% |
| 7D | -1.8% | -5.0% | +3.3% | -1.5% |
| 30D | -9.4% | -7.8% | -1.7% | -9.2% |
| 3M | -3.8% | -0.4% | -3.4% | -4.1% |
| 6M | -28.8% | -32.9% | +4.1% | -27.9% |
| YTD | -7.9% | -6.3% | -1.6% | -8.5% |
| 1Y | -9.0% | +7.9% | -17.0% | -10.8% |
| 3Y | +29.1% | +85.2% | -56.1% | +20.6% |
| All | +59.1% | +88.5% | -29.4% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling