+552.8%
XLP vs NOC
+2,732.4%
-2,179.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | +0.7% | -5.8% | +6.6% | +2.2% |
| 30D | +10.3% | +10.9% | -0.6% | +7.3% |
| 3M | +6.5% | -7.1% | +13.6% | +8.2% |
| 6M | +8.4% | -5.3% | +13.7% | +9.4% |
| YTD | +18.2% | -6.8% | +25.0% | +19.1% |
| 1Y | +22.4% | -6.7% | +29.1% | +23.2% |
| 3Y | +41.9% | +17.2% | +24.7% | +33.0% |
| 5Y | +40.9% | +56.3% | -15.4% | +20.2% |
| 10Y | +128.4% | +173.7% | -45.4% | +64.7% |
| All | +552.8% | +2,732.4% | -2,179.6% | +159.6% |
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