+580.0%
XYZ vs NOC
+187.2%
+392.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | +2.9% | -2.7% | +5.5% | +3.6% |
| 30D | +1.4% | -8.9% | +10.3% | +4.1% |
| 3M | +14.6% | -3.7% | +18.2% | +15.3% |
| 6M | +20.8% | -30.8% | +51.6% | +34.3% |
| YTD | +23.1% | -7.9% | +31.0% | +24.3% |
| 1Y | +5.6% | -9.4% | +15.1% | +7.2% |
| 3Y | +50.9% | +29.0% | +21.9% | +29.8% |
| 5Y | -68.6% | +56.1% | -124.6% | -76.6% |
| 10Y | +580.0% | +186.3% | +393.7% | +268.9% |
| All | +580.0% | +187.2% | +392.7% | +268.9% |
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