+8,774.9%
NOC vs ZBRA
+8,965.3%
-190.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.0% |
| 7D | -2.7% | +2.6% | -5.3% | -3.0% |
| 30D | -8.9% | -6.4% | -2.5% | -8.2% |
| 3M | -3.7% | +51.3% | -55.0% | -9.1% |
| 6M | -30.8% | +60.5% | -91.3% | -35.4% |
| YTD | -7.9% | +45.2% | -53.1% | -13.2% |
| 1Y | -9.4% | +12.3% | -21.8% | -12.1% |
| 3Y | +29.0% | +37.5% | -8.5% | +19.4% |
| 5Y | +56.1% | -39.2% | +95.2% | +57.4% |
| 10Y | +186.3% | +417.0% | -230.7% | +112.3% |
| All | +8,774.9% | +8,965.3% | -190.4% | +4,481.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling