+40.5%
ALL vs NOC
-7.1%
+47.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +3.7% |
| 7D | +7.5% | -5.0% | +12.5% | +8.5% |
| 30D | +19.7% | +10.3% | +9.4% | +17.6% |
| 3M | +2.9% | -4.3% | +7.2% | +3.4% |
| 6M | +23.5% | -6.5% | +30.0% | +23.8% |
| YTD | +31.1% | -6.7% | +37.9% | +28.5% |
| 1Y | +40.5% | -7.5% | +48.0% | +37.5% |
| All | +40.5% | -7.1% | +47.5% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling