+145.0%
ALL vs NOC
+56.0%
+89.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.5% |
| 7D | -1.9% | -5.8% | +3.9% | -0.5% |
| 30D | +13.8% | +10.9% | +2.9% | +10.7% |
| 3M | -7.0% | -7.1% | +0.1% | -5.4% |
| 6M | +18.0% | -5.3% | +23.4% | +19.3% |
| YTD | +24.2% | -6.8% | +31.0% | +24.5% |
| 1Y | +31.2% | -6.7% | +37.9% | +31.4% |
| 3Y | +107.5% | +17.2% | +90.4% | +93.1% |
| All | +145.0% | +56.0% | +89.0% | +105.0% |
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