+823.0%
XLB vs NOC
+2,862.5%
-2,039.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | 0.0% | +4.5% | -4.5% | -1.5% |
| 30D | +5.3% | +14.1% | -8.8% | +0.2% |
| 3M | 0.0% | -4.5% | +4.5% | +1.1% |
| 6M | +1.2% | -0.8% | +2.0% | +0.6% |
| YTD | +16.9% | -2.5% | +19.4% | +16.0% |
| 1Y | +20.9% | -0.1% | +21.0% | +18.8% |
| 3Y | +43.3% | +24.6% | +18.7% | +26.9% |
| 5Y | +28.3% | +65.6% | -37.3% | -1.5% |
| 10Y | +165.3% | +160.5% | +4.8% | +64.5% |
| All | +823.0% | +2,862.5% | -2,039.5% | +139.6% |
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 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