+208.8%
C vs NOC
+158.6%
+50.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.3% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -5.2% | +14.1% | -19.3% | -9.5% |
| 3M | -9.1% | -4.6% | -4.4% | -7.9% |
| 6M | -1.6% | +0.7% | -2.3% | -2.5% |
| YTD | +6.9% | -2.6% | +9.6% | +6.0% |
| 1Y | +23.0% | -1.0% | +23.9% | +21.0% |
| 3Y | +216.1% | +24.5% | +191.7% | +177.2% |
| 5Y | +112.2% | +64.3% | +47.9% | +53.5% |
| 10Y | +208.8% | +162.8% | +46.0% | +85.6% |
| All | +208.8% | +158.6% | +50.2% | +85.6% |
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 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