+638.0%
XYZ vs NOC
+158.6%
+479.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +2.8% |
| 7D | +14.9% | -2.9% | +17.8% | +15.6% |
| 30D | +14.7% | +12.1% | +2.5% | +10.4% |
| 3M | +12.1% | -5.3% | +17.4% | +13.3% |
| 6M | +18.3% | -1.0% | +19.3% | +17.5% |
| YTD | +36.1% | -4.3% | +40.4% | +35.2% |
| 1Y | +35.3% | -3.6% | +39.0% | +34.1% |
| 3Y | +73.5% | +22.9% | +50.6% | +53.2% |
| 5Y | -61.6% | +60.4% | -122.0% | -71.6% |
| 10Y | +638.0% | +161.3% | +476.7% | +295.3% |
| All | +638.0% | +158.6% | +479.4% | +295.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling