-63.9%
XYZ vs NOC
+56.0%
-119.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +12.1% | -5.8% | +18.0% | +12.4% |
| 30D | +12.4% | +10.9% | +1.5% | +11.5% |
| 3M | +8.2% | -7.1% | +15.3% | +8.5% |
| 6M | +20.7% | -5.3% | +26.0% | +20.9% |
| YTD | +31.3% | -6.8% | +38.1% | +31.4% |
| 1Y | +20.5% | -6.7% | +27.2% | +20.5% |
| 3Y | +72.6% | +17.2% | +55.4% | +68.3% |
| All | -63.9% | +56.0% | -119.9% | -66.9% |
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 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