+14.5%
NOW vs NOC
-5.2%
+19.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -3.0% | -5.8% | +2.8% | -2.6% |
| 30D | -26.0% | +10.9% | -36.9% | -28.1% |
| 3M | -13.1% | -7.1% | -6.0% | -12.4% |
| 6M | +14.5% | -5.3% | +19.8% | +14.0% |
| All | +14.5% | -5.2% | +19.7% | +14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling