+992.0%
ASX vs NOC
+186.7%
+805.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | +11.1% | -1.6% | +12.7% | +11.3% |
| 30D | +9.6% | -10.4% | +20.0% | +10.7% |
| 3M | +18.6% | -5.6% | +24.2% | +19.0% |
| 6M | +92.1% | -30.4% | +122.5% | +100.5% |
| YTD | +158.5% | -8.5% | +167.0% | +158.7% |
| 1Y | +271.9% | -8.3% | +280.2% | +271.6% |
| 3Y | +465.2% | +28.2% | +437.0% | +422.1% |
| 5Y | +479.4% | +56.7% | +422.7% | +387.0% |
| 10Y | +992.0% | +189.3% | +802.6% | +686.9% |
| All | +992.0% | +186.7% | +805.3% | +686.9% |
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