+1,700.7%
NOK vs NOC
+5,989.3%
-4,288.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +9.3% | -1.6% | +10.9% | +9.9% |
| 30D | +17.9% | -10.4% | +28.2% | +22.3% |
| 3M | -22.3% | -5.6% | -16.7% | -21.4% |
| 6M | +36.4% | -30.4% | +66.8% | +53.7% |
| YTD | +66.3% | -8.5% | +74.8% | +68.3% |
| 1Y | +134.4% | -8.3% | +142.8% | +136.6% |
| 3Y | +186.6% | +28.2% | +158.4% | +145.9% |
| 5Y | +102.7% | +56.7% | +46.0% | +54.0% |
| 10Y | +129.8% | +189.3% | -59.5% | +29.8% |
| All | +1,700.7% | +5,989.3% | -4,288.6% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling