+3,716.0%
ALL vs NOC
+5,929.0%
-2,213.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.4% |
| 7D | 0.0% | -5.2% | +5.2% | +1.9% |
| 30D | -1.5% | -7.2% | +5.7% | +1.2% |
| 3M | +23.6% | -5.1% | +28.7% | +25.7% |
| 6M | +22.3% | -31.1% | +53.4% | +39.1% |
| YTD | +26.5% | -8.6% | +35.1% | +28.9% |
| 1Y | +27.0% | -9.7% | +36.7% | +29.9% |
| 3Y | +149.6% | +24.3% | +125.3% | +122.3% |
| 5Y | +118.1% | +52.6% | +65.5% | +75.9% |
| 10Y | +369.0% | +183.6% | +185.4% | +192.5% |
| All | +3,716.0% | +5,929.0% | -2,213.0% | +900.1% |
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