+15.6%
XLB vs NOC
-9.7%
+25.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -2.9% | -1.6% | -1.4% | -2.7% |
| 30D | -3.4% | -10.4% | +7.0% | -1.9% |
| 3M | +1.6% | -5.6% | +7.2% | +2.2% |
| 6M | +3.6% | -30.4% | +34.0% | +8.9% |
| YTD | +14.2% | -8.5% | +22.7% | +12.3% |
| 1Y | +15.6% | -8.3% | +23.9% | +14.4% |
| All | +15.6% | -9.7% | +25.3% | +14.4% |
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 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