+135.9%
XLU vs NOC
+192.5%
-56.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | -3.3% | -9.7% | +6.4% | -0.5% |
| 3M | -3.2% | -5.6% | +2.5% | -1.8% |
| 6M | -7.0% | -28.6% | +21.6% | +2.1% |
| YTD | +0.6% | -7.9% | +8.5% | +1.9% |
| 1Y | +2.4% | -9.5% | +12.0% | +4.1% |
| 3Y | +46.3% | +28.4% | +17.9% | +30.3% |
| 5Y | +44.0% | +59.0% | -15.0% | +15.9% |
| All | +135.9% | +192.5% | -56.6% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling