+138.6%
NOK vs NOC
+192.5%
-53.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +11.0% | +0.8% | +10.2% | +10.8% |
| 30D | +7.8% | -9.7% | +17.5% | +10.0% |
| 3M | -21.0% | -5.6% | -15.4% | -20.4% |
| 6M | +40.9% | -28.6% | +69.5% | +51.5% |
| YTD | +72.0% | -7.9% | +79.9% | +73.3% |
| 1Y | +140.9% | -9.5% | +150.4% | +143.5% |
| 3Y | +194.3% | +28.4% | +165.9% | +163.0% |
| 5Y | +112.5% | +59.0% | +53.6% | +68.0% |
| All | +138.6% | +192.5% | -53.9% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling