+1,117.4%
XLI vs NOC
+2,678.3%
-1,560.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.4% |
| 7D | -1.1% | -5.2% | +4.1% | +1.1% |
| 30D | -5.9% | -7.2% | +1.3% | -3.2% |
| 3M | -0.3% | -5.1% | +4.8% | +1.4% |
| 6M | +0.1% | -31.1% | +31.2% | +15.6% |
| YTD | +13.6% | -8.6% | +22.2% | +16.1% |
| 1Y | +17.2% | -9.7% | +26.9% | +20.2% |
| 3Y | +68.2% | +24.3% | +43.9% | +46.4% |
| 5Y | +80.7% | +52.6% | +28.1% | +39.4% |
| 10Y | +253.3% | +183.6% | +69.7% | +103.3% |
| All | +1,117.4% | +2,678.3% | -1,560.9% | +191.1% |
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