+533.2%
XYZ vs NOC
+225.6%
+307.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | 0.0% |
| 7D | -1.0% | -5.2% | +4.2% | +0.5% |
| 30D | -1.7% | -7.2% | +5.5% | +0.2% |
| 3M | +16.7% | -5.1% | +21.9% | +18.0% |
| 6M | +26.9% | -31.1% | +57.9% | +40.6% |
| YTD | +27.1% | -8.6% | +35.7% | +28.6% |
| 1Y | +9.3% | -9.7% | +19.0% | +10.9% |
| 3Y | +42.3% | +24.3% | +18.0% | +25.1% |
| 5Y | -69.3% | +52.6% | -121.9% | -76.5% |
| 10Y | +586.8% | +183.6% | +403.2% | +332.8% |
| All | +533.2% | +225.6% | +307.6% | +294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling