+31.8%
USB vs NOC
-6.4%
+38.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | -5.8% | +5.8% | +0.9% |
| 30D | +5.8% | +10.9% | -5.0% | +4.2% |
| 3M | -6.0% | -7.1% | +1.1% | -5.2% |
| 6M | +7.8% | -5.3% | +13.1% | +8.3% |
| YTD | +14.6% | -6.8% | +21.4% | +12.4% |
| 1Y | +31.8% | -6.7% | +38.5% | +29.0% |
| All | +31.8% | -6.4% | +38.2% | +29.0% |
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