+20.9%
XLB vs NOC
-1.3%
+22.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | 0.0% | +4.5% | -4.5% | -0.4% |
| 30D | +5.3% | +14.1% | -8.8% | +3.7% |
| 3M | 0.0% | -4.5% | +4.5% | +0.4% |
| 6M | +1.2% | -0.8% | +2.0% | +1.0% |
| YTD | +16.9% | -2.5% | +19.4% | +14.1% |
| 1Y | +20.9% | -0.1% | +21.0% | +17.6% |
| All | +20.9% | -1.3% | +22.2% | +17.6% |
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