+209.9%
ON vs NOC
+2,559.3%
-2,349.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.0% |
| 7D | +2.4% | -5.2% | +7.6% | +4.6% |
| 30D | -3.3% | -7.2% | +3.9% | -0.5% |
| 3M | -43.6% | -5.1% | -38.5% | -42.9% |
| 6M | +19.0% | -31.1% | +50.0% | +36.4% |
| YTD | +37.4% | -8.6% | +45.9% | +38.7% |
| 1Y | +54.8% | -9.7% | +64.5% | +56.8% |
| 3Y | -25.2% | +24.3% | -49.4% | -37.1% |
| 5Y | +62.7% | +52.6% | +10.1% | +17.7% |
| 10Y | +574.3% | +183.6% | +390.7% | +231.7% |
| All | +209.9% | +2,559.3% | -2,349.4% | -50.2% |
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