+621.5%
XYZ vs NOC
+163.6%
+457.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -2.2% | +4.9% | -7.1% | -3.5% |
| 30D | +11.6% | +13.6% | -2.0% | +7.1% |
| 3M | +8.4% | -3.9% | +12.3% | +9.1% |
| 6M | +17.2% | +1.4% | +15.7% | +15.6% |
| YTD | +31.7% | -2.2% | +33.9% | +30.1% |
| 1Y | +30.1% | -1.2% | +31.3% | +28.0% |
| 3Y | +66.4% | +25.0% | +41.4% | +46.3% |
| 5Y | -62.2% | +66.0% | -128.2% | -72.4% |
| 10Y | +621.5% | +161.4% | +460.1% | +286.0% |
| All | +621.5% | +163.6% | +457.9% | +286.0% |
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 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