-21.7%
ONON vs NOC
+59.9%
-81.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -2.1% | +0.8% | -2.8% | -2.0% |
| 30D | -11.6% | -9.7% | -1.9% | -12.2% |
| 3M | -30.1% | -5.6% | -24.4% | -30.3% |
| 6M | -30.5% | -28.6% | -1.9% | -32.7% |
| YTD | -41.0% | -7.9% | -33.2% | -41.3% |
| 1Y | -36.7% | -9.5% | -27.2% | -37.0% |
| 3Y | -8.6% | +28.4% | -37.0% | -6.8% |
| All | -21.7% | +59.9% | -81.6% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling