-67.9%
XYZ vs NOC
+58.2%
-126.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.3% | +0.8% | -5.1% | -4.3% |
| 30D | +1.2% | -9.7% | +10.9% | +1.7% |
| 3M | +14.6% | -5.6% | +20.3% | +14.9% |
| 6M | +22.6% | -28.6% | +51.1% | +24.9% |
| YTD | +21.7% | -7.9% | +29.6% | +22.0% |
| 1Y | +6.7% | -9.5% | +16.2% | +7.1% |
| 3Y | +46.8% | +28.4% | +18.5% | +41.7% |
| All | -67.9% | +58.2% | -126.1% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling