+11,671.2%
COST vs NOC
+16,574.1%
-4,903.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -3.2% | -2.7% | -0.5% | -2.5% |
| 30D | -4.0% | -8.9% | +4.9% | -1.8% |
| 3M | -6.5% | -3.7% | -2.8% | -5.8% |
| 6M | -8.5% | -30.8% | +22.3% | -0.4% |
| YTD | +6.0% | -7.9% | +14.0% | +7.4% |
| 1Y | -5.8% | -9.4% | +3.6% | -4.4% |
| 3Y | +71.8% | +29.0% | +42.9% | +57.2% |
| 5Y | +106.2% | +56.1% | +50.2% | +77.0% |
| 10Y | +602.0% | +186.3% | +415.8% | +404.5% |
| All | +11,671.2% | +16,574.1% | -4,903.0% | +3,516.2% |
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