+216.9%
B vs NOC
+159.4%
+57.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | -6.2% | +4.5% | -10.7% | -6.9% |
| 30D | -6.6% | +14.1% | -20.7% | -8.8% |
| 3M | -7.9% | -4.5% | -3.4% | -7.5% |
| 6M | -16.8% | -0.8% | -16.0% | -17.1% |
| YTD | -11.7% | -2.5% | -9.2% | -11.7% |
| 1Y | +3.5% | -0.1% | +3.6% | +3.0% |
| 3Y | +165.7% | +24.6% | +141.1% | +154.1% |
| 5Y | +108.4% | +65.6% | +42.8% | +90.7% |
| All | +216.9% | +159.4% | +57.5% | +192.9% |
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