+415.3%
ASX vs NOC
+56.0%
+359.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.5% | +6.4% |
| 7D | -19.9% | -5.8% | -14.1% | -20.6% |
| 30D | -30.9% | +10.9% | -41.8% | -29.7% |
| 3M | -15.1% | -7.1% | -8.0% | -15.5% |
| 6M | -6.5% | -5.3% | -1.1% | -6.4% |
| YTD | +98.4% | -6.8% | +105.2% | +98.5% |
| 1Y | +107.9% | -6.7% | +114.6% | +107.9% |
| 3Y | +325.3% | +17.2% | +308.1% | +333.6% |
| All | +415.3% | +56.0% | +359.3% | +414.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling