+64.3%
NOC vs Z
-56.4%
+120.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.5% | +7.3% | +1.8% |
| 7D | -0.3% | -6.5% | +6.1% | -0.3% |
| 30D | +14.1% | -0.1% | +14.2% | +14.1% |
| 3M | -4.6% | -14.1% | +9.5% | -4.6% |
| 6M | +0.7% | -30.1% | +30.8% | +0.8% |
| YTD | -2.6% | -57.5% | +54.9% | -2.3% |
| 1Y | -1.0% | -60.3% | +59.4% | -0.6% |
| 3Y | +24.5% | -21.0% | +45.5% | +23.5% |
| 5Y | +64.3% | -54.9% | +119.2% | +62.6% |
| All | +64.3% | -56.4% | +120.7% | +62.6% |
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