+207.2%
C vs NOC
+159.4%
+47.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +4.7% | +4.5% | +0.2% | +3.2% |
| 30D | +0.2% | +14.1% | -13.9% | -4.4% |
| 3M | -9.3% | -4.5% | -4.9% | -8.2% |
| 6M | -0.8% | -0.8% | -0.1% | -1.3% |
| YTD | +8.5% | -2.5% | +11.0% | +7.5% |
| 1Y | +23.1% | -0.1% | +23.2% | +20.8% |
| 3Y | +220.8% | +24.6% | +196.2% | +181.2% |
| 5Y | +112.4% | +65.6% | +46.8% | +53.1% |
| All | +207.2% | +159.4% | +47.7% | +84.7% |
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