+998.2%
C vs NOC
+16,780.9%
-15,782.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -2.4% | -5.8% | +3.4% | -0.2% |
| 30D | -6.0% | +10.9% | -16.9% | -10.0% |
| 3M | -10.5% | -7.1% | -3.4% | -8.3% |
| 6M | -5.7% | -5.3% | -0.4% | -4.5% |
| YTD | +4.1% | -6.8% | +10.9% | +5.0% |
| 1Y | +20.5% | -6.7% | +27.2% | +21.4% |
| 3Y | +208.1% | +17.2% | +190.9% | +175.5% |
| 5Y | +110.4% | +56.3% | +54.2% | +60.4% |
| 10Y | +234.6% | +173.7% | +60.9% | +98.2% |
| All | +998.2% | +16,780.9% | -15,782.7% | +124.6% |
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 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