+76.5%
DE vs NOC
+28.9%
+47.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | -2.4% | -1.8% | -0.6% | -2.2% |
| 30D | +9.7% | -9.4% | +19.2% | +11.0% |
| 3M | +21.4% | -3.8% | +25.2% | +21.6% |
| 6M | +15.0% | -28.8% | +43.8% | +20.1% |
| YTD | +46.4% | -7.9% | +54.3% | +48.2% |
| 1Y | +45.6% | -9.0% | +54.7% | +47.5% |
| All | +76.5% | +28.9% | +47.6% | +67.1% |
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