+282.4%
NOC vs Z
+4.8%
+277.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.5% | +7.3% | +2.0% |
| 7D | -0.3% | -6.5% | +6.1% | -0.1% |
| 30D | +14.1% | -0.1% | +14.2% | +14.0% |
| 3M | -4.6% | -14.1% | +9.5% | -4.3% |
| 6M | +0.7% | -30.1% | +30.8% | +1.7% |
| YTD | -2.6% | -57.5% | +54.9% | -0.1% |
| 1Y | -1.0% | -60.3% | +59.4% | +1.8% |
| 3Y | +24.5% | -21.0% | +45.5% | +23.2% |
| 5Y | +64.3% | -54.9% | +119.2% | +64.5% |
| 10Y | +162.8% | -16.0% | +178.8% | +129.3% |
| All | +282.4% | +4.8% | +277.6% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling