-9.7%
NOC vs Z
-58.8%
+49.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.6% |
| 7D | -5.2% | -3.0% | -2.2% | -5.2% |
| 30D | -7.2% | -4.2% | -3.0% | -7.3% |
| 3M | -5.1% | -3.7% | -1.4% | -5.4% |
| 6M | -31.1% | -24.5% | -6.6% | -31.8% |
| YTD | -8.6% | -49.3% | +40.7% | -10.2% |
| 1Y | -9.7% | -58.7% | +48.9% | -11.0% |
| All | -9.7% | -58.8% | +49.1% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling