+193.5%
NRG vs NOC
+58.2%
+135.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.7% | +0.8% | -5.4% | -4.8% |
| 30D | -6.0% | -9.7% | +3.7% | -4.8% |
| 3M | -8.0% | -5.6% | -2.3% | -7.4% |
| 6M | -23.2% | -28.6% | +5.4% | -19.9% |
| YTD | -28.1% | -7.9% | -20.2% | -27.2% |
| 1Y | -27.3% | -9.5% | -17.7% | -26.4% |
| 3Y | +208.7% | +28.4% | +180.3% | +192.1% |
| All | +193.5% | +58.2% | +135.2% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling