+406.2%
ASX vs NOC
+27.2%
+379.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | -0.4% |
| 7D | -0.7% | -5.2% | +4.5% | -2.0% |
| 30D | +2.0% | -7.2% | +9.2% | +0.3% |
| 3M | -1.3% | -5.1% | +3.8% | -2.0% |
| 6M | +71.4% | -31.1% | +102.5% | +62.5% |
| YTD | +135.3% | -8.6% | +143.9% | +133.6% |
| 1Y | +267.5% | -9.7% | +277.2% | +264.2% |
| All | +406.2% | +27.2% | +379.0% | +439.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling