+9.3%
XYZ vs NOC
-10.0%
+19.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | -1.0% | -5.2% | +4.2% | -0.6% |
| 30D | -1.7% | -7.2% | +5.5% | -1.2% |
| 3M | +16.7% | -5.1% | +21.9% | +17.2% |
| 6M | +26.9% | -31.1% | +57.9% | +34.0% |
| YTD | +27.1% | -8.6% | +35.7% | +22.6% |
| 1Y | +9.3% | -9.7% | +19.0% | +15.6% |
| All | +9.3% | -10.0% | +19.3% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling