+45.8%
ON vs NOC
-7.7%
+53.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.0% |
| 7D | -4.7% | -1.8% | -3.0% | -5.0% |
| 30D | -13.5% | -9.4% | -4.0% | -15.1% |
| 3M | -36.3% | -3.8% | -32.5% | -36.4% |
| 6M | +17.8% | -28.8% | +46.5% | +18.9% |
| YTD | +29.6% | -7.9% | +37.5% | +21.7% |
| 1Y | +45.8% | -9.0% | +54.8% | +32.9% |
| All | +45.8% | -7.7% | +53.5% | +32.9% |
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