+28.4%
NOC vs ZBRA
+35.9%
-7.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | +0.8% | -3.4% | +4.2% | +0.8% |
| 30D | -9.7% | -7.4% | -2.3% | -9.6% |
| 3M | -5.6% | +57.5% | -63.2% | -6.4% |
| 6M | -28.6% | +64.0% | -92.6% | -29.2% |
| YTD | -7.9% | +44.3% | -52.2% | -8.5% |
| 1Y | -9.5% | +10.9% | -20.4% | -9.8% |
| 3Y | +28.4% | +37.5% | -9.2% | +33.2% |
| All | +28.4% | +35.9% | -7.5% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 3y: compounded portfolio wealth divided by compounded ZBRA 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…
3y analysis · Full analysis span regression · 6 months rolling