+820.5%
XLB vs NOC
+2,678.3%
-1,857.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.6% |
| 7D | -1.4% | -5.2% | +3.8% | +0.5% |
| 30D | -0.4% | -7.2% | +6.8% | +2.1% |
| 3M | +2.0% | -5.1% | +7.1% | +3.5% |
| 6M | +1.8% | -31.1% | +32.9% | +15.5% |
| YTD | +16.6% | -8.6% | +25.2% | +18.8% |
| 1Y | +16.9% | -9.7% | +26.7% | +19.5% |
| 3Y | +32.6% | +24.3% | +8.3% | +17.1% |
| 5Y | +35.6% | +52.6% | -17.0% | +7.4% |
| 10Y | +160.0% | +183.6% | -23.6% | +56.0% |
| All | +820.5% | +2,678.3% | -1,857.8% | +145.4% |
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 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