+719.1%
B vs NOC
+16,780.9%
-16,061.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +9.6% | -5.8% | +15.4% | +10.5% |
| 30D | +3.5% | +10.9% | -7.4% | +1.7% |
| 3M | -1.6% | -7.1% | +5.5% | -0.8% |
| 6M | -1.7% | -5.3% | +3.7% | -1.2% |
| YTD | -5.3% | -6.8% | +1.5% | -4.8% |
| 1Y | +27.2% | -6.7% | +33.9% | +27.8% |
| 3Y | +166.1% | +17.2% | +148.9% | +157.3% |
| 5Y | +136.5% | +56.3% | +80.2% | +117.6% |
| 10Y | +172.2% | +173.7% | -1.5% | +126.1% |
| All | +719.1% | +16,780.9% | -16,061.8% | +384.1% |
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