+28.4%
XLY vs NOC
+58.2%
-29.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | +0.8% | -2.5% | -1.8% |
| 30D | -4.2% | -9.7% | +5.5% | -3.5% |
| 3M | -2.7% | -5.6% | +3.0% | -2.3% |
| 6M | -0.6% | -28.6% | +27.9% | +1.7% |
| YTD | -5.0% | -7.9% | +2.9% | -4.9% |
| 1Y | -4.1% | -9.5% | +5.4% | -3.9% |
| 3Y | +33.6% | +28.4% | +5.2% | +28.7% |
| All | +28.4% | +58.2% | -29.8% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling