+114.8%
ALL vs NOC
+56.8%
+58.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -1.7% | -2.7% | +1.0% | -1.1% |
| 30D | -4.7% | -8.9% | +4.2% | -2.5% |
| 3M | +18.4% | -3.7% | +22.0% | +19.3% |
| 6M | +20.5% | -30.8% | +51.3% | +31.1% |
| YTD | +23.5% | -7.9% | +31.5% | +24.4% |
| 1Y | +29.0% | -9.4% | +38.4% | +30.4% |
| 3Y | +153.7% | +29.0% | +124.7% | +130.4% |
| 5Y | +114.8% | +56.1% | +58.7% | +87.4% |
| All | +114.8% | +56.8% | +58.0% | +87.4% |
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