+1,069.7%
NOC vs UUUU
-92.0%
+1,161.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.6% | +1.8% | -3.4% | -1.6% |
| 30D | -10.4% | +1.8% | -12.2% | -10.5% |
| 3M | -5.6% | +1.3% | -6.9% | -5.9% |
| 6M | -30.4% | -26.8% | -3.6% | -29.9% |
| YTD | -8.5% | +0.1% | -8.5% | -9.3% |
| 1Y | -8.3% | +11.2% | -19.6% | -10.1% |
| 3Y | +28.2% | +97.7% | -69.5% | +20.8% |
| 5Y | +56.7% | +127.3% | -70.6% | +44.2% |
| 10Y | +189.3% | +532.6% | -343.3% | +143.7% |
| All | +1,069.7% | -92.0% | +1,161.6% | +877.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling