+208.6%
B vs NOC
+158.6%
+50.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.8% | -7.9% | -6.4% |
| 7D | +7.1% | -0.3% | +7.4% | +7.1% |
| 30D | -3.3% | +14.1% | -17.5% | -5.6% |
| 3M | -2.5% | -4.6% | +2.1% | -2.1% |
| 6M | -7.2% | +0.7% | -8.0% | -7.8% |
| YTD | -7.4% | -2.6% | -4.7% | -7.4% |
| 1Y | +16.4% | -1.0% | +17.4% | +16.0% |
| 3Y | +178.7% | +24.5% | +154.2% | +166.6% |
| 5Y | +121.7% | +64.3% | +57.4% | +103.3% |
| 10Y | +208.6% | +162.8% | +45.8% | +188.0% |
| All | +208.6% | +158.6% | +50.0% | +188.0% |
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