-27.4%
ON vs NOC
+26.5%
-53.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.3% |
| 7D | -2.2% | -2.7% | +0.5% | -2.5% |
| 30D | -12.4% | -8.9% | -3.6% | -13.5% |
| 3M | -41.2% | -3.7% | -37.5% | -41.3% |
| 6M | +25.0% | -30.8% | +55.8% | +22.2% |
| YTD | +31.3% | -7.9% | +39.2% | +30.2% |
| 1Y | +45.4% | -9.4% | +54.8% | +44.1% |
| 3Y | -27.4% | +29.0% | -56.4% | -25.4% |
| All | -27.4% | +26.5% | -53.9% | -25.4% |
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