+1,106.7%
XLY vs NOC
+2,699.8%
-1,593.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | -4.2% | -9.7% | +5.5% | -1.1% |
| 3M | -2.7% | -5.6% | +3.0% | -1.3% |
| 6M | -0.6% | -28.6% | +27.9% | +9.9% |
| YTD | -5.0% | -7.9% | +2.9% | -3.9% |
| 1Y | -4.1% | -9.5% | +5.4% | -2.5% |
| 3Y | +33.6% | +28.4% | +5.2% | +17.6% |
| 5Y | +28.7% | +59.0% | -30.2% | +1.7% |
| 10Y | +219.6% | +191.3% | +28.4% | +94.5% |
| All | +1,106.7% | +2,699.8% | -1,593.1% | +247.0% |
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