+753.6%
B vs NOC
+17,233.0%
-16,479.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.8% |
| 7D | +11.3% | -2.9% | +14.3% | +11.8% |
| 30D | +2.9% | +12.1% | -9.2% | +1.0% |
| 3M | -2.9% | -5.3% | +2.4% | -2.4% |
| 6M | -1.2% | -1.0% | -0.2% | -1.4% |
| YTD | -1.3% | -4.3% | +3.0% | -1.1% |
| 1Y | +30.4% | -3.6% | +34.1% | +30.4% |
| 3Y | +195.3% | +22.9% | +172.4% | +183.5% |
| 5Y | +146.2% | +60.4% | +85.8% | +125.7% |
| 10Y | +200.5% | +161.3% | +39.2% | +151.4% |
| All | +753.6% | +17,233.0% | -16,479.3% | +402.6% |
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