+103.5%
NU vs NOC
+28.9%
+74.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | -4.2% | -1.8% | -2.5% | -4.2% |
| 30D | +10.0% | -9.4% | +19.5% | +10.2% |
| 3M | +29.3% | -3.8% | +33.1% | +29.4% |
| 6M | +0.9% | -28.8% | +29.7% | -0.3% |
| YTD | -10.3% | -7.9% | -2.4% | -9.9% |
| 1Y | -3.2% | -9.0% | +5.9% | -2.7% |
| All | +103.5% | +28.9% | +74.6% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling