-28.6%
NOW vs NOC
-8.3%
-20.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -4.9% |
| 7D | -6.1% | -2.7% | -3.4% | -6.3% |
| 30D | +7.5% | -8.9% | +16.3% | +6.4% |
| 3M | +17.5% | -3.7% | +21.2% | +16.9% |
| 6M | +7.9% | -30.8% | +38.7% | -0.3% |
| YTD | -12.4% | -7.9% | -4.4% | -12.5% |
| 1Y | -28.6% | -9.4% | -19.1% | -27.4% |
| All | -28.6% | -8.3% | -20.2% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling