+286.5%
C vs NOC
+187.2%
+99.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +3.2% | -2.7% | +5.9% | +4.1% |
| 30D | +1.3% | -8.9% | +10.1% | +4.5% |
| 3M | +3.1% | -3.7% | +6.8% | +4.1% |
| 6M | +29.6% | -30.8% | +60.4% | +46.5% |
| YTD | +19.0% | -7.9% | +26.9% | +20.5% |
| 1Y | +45.6% | -9.4% | +55.1% | +48.1% |
| 3Y | +269.3% | +29.0% | +240.3% | +216.2% |
| 5Y | +131.6% | +56.1% | +75.5% | +69.6% |
| 10Y | +286.5% | +186.3% | +100.3% | +112.0% |
| All | +286.5% | +187.2% | +99.3% | +112.0% |
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