+58.1%
XYZ vs NOC
+24.4%
+33.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.1% |
| 7D | -2.1% | +4.5% | -6.7% | -1.8% |
| 30D | +7.0% | +14.1% | -7.0% | +7.6% |
| 3M | +5.1% | -4.5% | +9.5% | +5.1% |
| 6M | +14.1% | -0.8% | +14.8% | +14.2% |
| YTD | +26.4% | -2.5% | +28.9% | +27.0% |
| 1Y | +25.1% | -0.1% | +25.2% | +25.9% |
| All | +58.1% | +24.4% | +33.7% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling