+157.6%
B vs NOC
+53.6%
+104.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.6% |
| 7D | -1.6% | -5.2% | +3.6% | -0.4% |
| 30D | +9.4% | -7.2% | +16.6% | +11.1% |
| 3M | +5.0% | -5.1% | +10.1% | +5.9% |
| 6M | -3.5% | -31.1% | +27.5% | +4.3% |
| YTD | +4.5% | -8.6% | +13.0% | +6.2% |
| 1Y | +67.8% | -9.7% | +77.5% | +70.6% |
| 3Y | +196.7% | +24.3% | +172.4% | +179.6% |
| All | +157.6% | +53.6% | +104.0% | +122.9% |
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 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