+156.8%
NOC vs Z
-19.3%
+176.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | -0.3% |
| 7D | +4.5% | -4.9% | +9.5% | +4.7% |
| 30D | +14.1% | +3.0% | +11.1% | +13.9% |
| 3M | -4.5% | -13.4% | +9.0% | -4.2% |
| 6M | -0.8% | -27.3% | +26.6% | 0.0% |
| YTD | -2.5% | -57.8% | +55.3% | -0.3% |
| 1Y | -0.1% | -60.0% | +59.9% | +2.4% |
| 3Y | +24.6% | -21.5% | +46.1% | +23.4% |
| 5Y | +65.6% | -55.0% | +120.6% | +65.7% |
| All | +156.8% | -19.3% | +176.0% | +122.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling