+207.2%
ON vs NOC
+2,735.6%
-2,528.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | +17.0% | +4.5% | +12.5% | +15.0% |
| 30D | -3.9% | +14.1% | -17.9% | -9.0% |
| 3M | -11.5% | -4.5% | -7.1% | -10.5% |
| 6M | -29.2% | -0.8% | -28.4% | -30.2% |
| YTD | +36.2% | -2.5% | +38.7% | +33.3% |
| 1Y | +49.6% | -0.1% | +49.7% | +44.9% |
| 3Y | +9.4% | +24.6% | -15.2% | -7.7% |
| 5Y | +25.8% | +65.6% | -39.8% | -11.9% |
| 10Y | +557.1% | +160.5% | +396.6% | +240.9% |
| All | +207.2% | +2,735.6% | -2,528.4% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling