-2.1%
XLC vs NOC
-8.3%
+6.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -1.4% | -1.6% | +0.2% | -1.3% |
| 30D | -0.9% | -10.4% | +9.5% | -0.2% |
| 3M | -0.3% | -5.6% | +5.3% | 0.0% |
| 6M | -5.2% | -30.4% | +25.2% | -4.4% |
| YTD | -5.3% | -8.5% | +3.2% | -5.6% |
| All | -2.1% | -8.3% | +6.2% | -1.0% |
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