+5.8%
XLU vs NOC
-10.0%
+15.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | +0.8% | -5.2% | +6.0% | +1.5% |
| 30D | -1.3% | -7.2% | +5.9% | -0.3% |
| 3M | -1.3% | -5.1% | +3.8% | -0.7% |
| 6M | -7.6% | -31.1% | +23.4% | -3.4% |
| YTD | +2.3% | -8.6% | +10.9% | +2.5% |
| 1Y | +5.8% | -9.7% | +15.5% | +6.3% |
| All | +5.8% | -10.0% | +15.8% | +6.3% |
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