+56.1%
NOC vs Z
-67.0%
+123.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.1% | +0.7% |
| 7D | -2.7% | -3.3% | +0.6% | -2.7% |
| 30D | -8.9% | -3.7% | -5.1% | -8.9% |
| 3M | -3.7% | -7.0% | +3.3% | -3.7% |
| 6M | -30.8% | -29.5% | -1.3% | -30.8% |
| YTD | -7.9% | -52.6% | +44.6% | -7.9% |
| 1Y | -9.4% | -64.0% | +54.6% | -9.2% |
| 3Y | +29.0% | -36.4% | +65.4% | +28.8% |
| 5Y | +56.1% | -65.8% | +121.8% | +51.1% |
| All | +56.1% | -67.0% | +123.1% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling