+256.7%
NOC vs XLRE
+107.7%
+149.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -1.8% | -2.7% | +1.0% | -0.6% |
| 30D | -9.4% | -2.3% | -7.1% | -8.5% |
| 3M | -3.8% | -3.5% | -0.4% | -2.5% |
| 6M | -28.8% | +1.9% | -30.6% | -29.4% |
| YTD | -7.9% | +8.3% | -16.2% | -11.2% |
| 1Y | -9.0% | +6.4% | -15.4% | -11.7% |
| 3Y | +29.1% | +30.2% | -1.2% | +12.5% |
| 5Y | +58.9% | +8.6% | +50.3% | +48.5% |
| 10Y | +191.2% | +87.4% | +103.9% | +107.8% |
| All | +256.7% | +107.7% | +149.0% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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