+1,163.5%
C vs NOC
+16,458.4%
-15,294.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.7% |
| 7D | +3.6% | -5.2% | +8.8% | +5.8% |
| 30D | +0.1% | -7.2% | +7.3% | +2.9% |
| 3M | +2.4% | -5.1% | +7.5% | +4.1% |
| 6M | +24.9% | -31.1% | +56.0% | +43.5% |
| YTD | +19.8% | -8.6% | +28.4% | +22.2% |
| 1Y | +44.9% | -9.7% | +54.6% | +48.1% |
| 3Y | +263.0% | +24.3% | +238.7% | +216.2% |
| 5Y | +129.5% | +52.6% | +76.9% | +76.7% |
| 10Y | +291.6% | +183.6% | +108.0% | +129.1% |
| All | +1,163.5% | +16,458.4% | -15,294.9% | +161.3% |
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 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