+3,245.6%
ASX vs NOC
+2,118.5%
+1,127.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +6.0% | +7.9% |
| 7D | -12.3% | -2.9% | -9.4% | -11.6% |
| 30D | -26.0% | +12.1% | -38.1% | -28.3% |
| 3M | -8.1% | -5.3% | -2.8% | -7.3% |
| 6M | +1.4% | -1.0% | +2.4% | +0.4% |
| YTD | +115.6% | -4.3% | +119.9% | +113.6% |
| 1Y | +128.0% | -3.6% | +131.7% | +125.3% |
| 3Y | +371.4% | +22.9% | +348.5% | +320.9% |
| 5Y | +469.4% | +60.4% | +409.0% | +347.4% |
| 10Y | +842.6% | +161.3% | +681.4% | +491.6% |
| All | +3,245.6% | +2,118.5% | +1,127.1% | +976.1% |
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 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