+208.1%
C vs NOC
+16.8%
+191.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -2.4% | -5.8% | +3.4% | -1.9% |
| 30D | -6.0% | +10.9% | -16.9% | -7.0% |
| 3M | -10.5% | -7.1% | -3.4% | -10.0% |
| 6M | -5.7% | -5.3% | -0.4% | -5.4% |
| YTD | +4.1% | -6.8% | +10.9% | +4.1% |
| 1Y | +20.5% | -6.7% | +27.2% | +20.4% |
| 3Y | +208.1% | +17.2% | +190.9% | +194.3% |
| All | +208.1% | +16.8% | +191.3% | +194.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling