-6.4%
NU vs NOC
-9.0%
+2.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -4.9% | +0.8% | -5.7% | -5.0% |
| 30D | +7.8% | -9.7% | +17.5% | +10.4% |
| 3M | +20.9% | -5.6% | +26.6% | +22.5% |
| 6M | +0.9% | -28.6% | +29.5% | +6.8% |
| YTD | -12.7% | -7.9% | -4.8% | -14.0% |
| 1Y | -6.4% | -9.5% | +3.1% | -8.2% |
| All | -6.4% | -9.0% | +2.6% | -8.2% |
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