+1,246.7%
NOC vs XYL
+389.9%
+856.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +4.8% | -3.7% | +8.6% | +6.1% |
| 30D | +11.0% | -8.3% | +19.4% | +13.5% |
| 3M | -3.8% | -21.4% | +17.6% | +3.2% |
| 6M | +0.6% | -12.9% | +13.6% | +4.1% |
| YTD | -2.3% | -30.1% | +27.8% | +8.0% |
| 1Y | +0.3% | -35.2% | +35.4% | +13.5% |
| 3Y | +24.6% | -0.8% | +25.4% | +19.2% |
| 5Y | +66.0% | -23.2% | +89.2% | +70.4% |
| 10Y | +161.2% | +101.2% | +59.9% | +78.9% |
| All | +1,246.7% | +389.9% | +856.8% | +595.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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