+985.8%
ASX vs NOC
+160.0%
+825.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.1% |
| 7D | +12.4% | +4.8% | +7.6% | +11.9% |
| 30D | -19.8% | +11.0% | -30.8% | -20.6% |
| 3M | -10.3% | -3.8% | -6.5% | -10.0% |
| 6M | +1.2% | +0.6% | +0.6% | +0.8% |
| YTD | +123.0% | -2.3% | +125.3% | +121.8% |
| 1Y | +145.4% | +0.3% | +145.2% | +143.1% |
| 3Y | +368.6% | +24.6% | +344.0% | +339.9% |
| 5Y | +486.0% | +66.0% | +420.0% | +391.0% |
| All | +985.8% | +160.0% | +825.7% | +693.9% |
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