+3,738.8%
ALL vs NOC
+6,322.7%
-2,583.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.2% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | +13.8% | +14.1% | -0.3% | +8.3% |
| 3M | -2.8% | -4.6% | +1.9% | -1.3% |
| 6M | +23.7% | +0.7% | +22.9% | +22.7% |
| YTD | +27.3% | -2.6% | +29.9% | +26.6% |
| 1Y | +30.5% | -1.0% | +31.5% | +28.9% |
| 3Y | +113.0% | +24.5% | +88.5% | +90.1% |
| 5Y | +157.6% | +64.3% | +93.3% | +102.5% |
| 10Y | +368.4% | +162.8% | +205.6% | +200.4% |
| All | +3,738.8% | +6,322.7% | -2,583.9% | +881.7% |
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