+194.3%
NOK vs NOC
+28.9%
+165.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +11.0% | +0.8% | +10.2% | +11.0% |
| 30D | +7.8% | -9.7% | +17.5% | +7.0% |
| 3M | -21.0% | -5.6% | -15.4% | -21.0% |
| 6M | +40.9% | -28.6% | +69.5% | +40.6% |
| YTD | +72.0% | -7.9% | +79.9% | +73.9% |
| 1Y | +140.9% | -9.5% | +150.4% | +143.5% |
| 3Y | +194.3% | +28.4% | +165.9% | +193.7% |
| All | +194.3% | +28.9% | +165.4% | +193.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling