+364.6%
ALL vs NOC
+188.4%
+176.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -1.7% | -2.7% | +1.0% | -0.8% |
| 30D | -4.7% | -8.9% | +4.2% | -1.6% |
| 3M | +18.4% | -3.7% | +22.0% | +19.6% |
| 6M | +20.5% | -30.8% | +51.3% | +36.1% |
| YTD | +23.5% | -7.9% | +31.5% | +25.2% |
| 1Y | +29.0% | -9.4% | +38.4% | +31.3% |
| 3Y | +153.7% | +29.0% | +124.7% | +121.4% |
| 5Y | +114.8% | +56.1% | +58.7% | +68.0% |
| All | +364.6% | +188.4% | +176.2% | +197.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling