+640.9%
XLU vs NOC
+2,681.5%
-2,040.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.6% | -1.6% | +2.2% | +1.1% |
| 30D | -0.4% | -10.4% | +9.9% | +2.6% |
| 3M | -1.7% | -5.6% | +3.9% | -0.5% |
| 6M | -7.1% | -30.4% | +23.3% | +2.3% |
| YTD | +1.9% | -8.5% | +10.4% | +3.5% |
| 1Y | +6.1% | -8.3% | +14.4% | +7.6% |
| 3Y | +48.8% | +28.2% | +20.5% | +34.6% |
| 5Y | +43.8% | +56.7% | -12.9% | +20.6% |
| 10Y | +143.2% | +189.3% | -46.2% | +68.3% |
| All | +640.9% | +2,681.5% | -2,040.5% | +190.1% |
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