+803.7%
B vs NOC
+16,458.4%
-15,654.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.8% |
| 7D | -1.6% | -5.2% | +3.6% | -0.8% |
| 30D | +9.4% | -7.2% | +16.6% | +10.6% |
| 3M | +5.0% | -5.1% | +10.1% | +5.7% |
| 6M | -3.5% | -31.1% | +27.5% | +1.8% |
| YTD | +4.5% | -8.6% | +13.0% | +5.6% |
| 1Y | +67.8% | -9.7% | +77.5% | +69.7% |
| 3Y | +196.7% | +24.3% | +172.4% | +184.8% |
| 5Y | +151.9% | +52.6% | +99.3% | +133.1% |
| 10Y | +202.2% | +183.6% | +18.6% | +150.3% |
| All | +803.7% | +16,458.4% | -15,654.7% | +436.9% |
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 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