+33.6%
XLY vs NOC
+28.9%
+4.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | +0.8% | -2.5% | -1.7% |
| 30D | -4.2% | -9.7% | +5.5% | -3.9% |
| 3M | -2.7% | -5.6% | +3.0% | -2.5% |
| 6M | -0.6% | -28.6% | +27.9% | +0.3% |
| YTD | -5.0% | -7.9% | +2.9% | -5.1% |
| 1Y | -4.1% | -9.5% | +5.4% | -4.1% |
| 3Y | +33.6% | +28.4% | +5.2% | +31.4% |
| All | +33.6% | +28.9% | +4.7% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling