+629.3%
ON vs NOC
+192.5%
+436.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.4% | +0.8% | +1.6% | +2.2% |
| 30D | -8.6% | -9.7% | +1.1% | -6.9% |
| 3M | -34.3% | -5.6% | -28.7% | -33.9% |
| 6M | +28.5% | -28.6% | +57.1% | +37.2% |
| YTD | +40.6% | -7.9% | +48.5% | +40.8% |
| 1Y | +55.3% | -9.5% | +64.8% | +56.1% |
| 3Y | -22.2% | +28.4% | -50.6% | -30.4% |
| 5Y | +62.4% | +59.0% | +3.4% | +29.6% |
| All | +629.3% | +192.5% | +436.8% | +398.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling