+11.0%
EW vs NOC
-10.0%
+21.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | -0.3% | -5.2% | +4.8% | -0.1% |
| 30D | +1.0% | -7.2% | +8.2% | +1.5% |
| 3M | +2.8% | -5.1% | +7.9% | +3.1% |
| 6M | +5.5% | -31.1% | +36.6% | +4.8% |
| YTD | +5.5% | -8.6% | +14.0% | +6.7% |
| 1Y | +11.0% | -9.7% | +20.8% | +10.8% |
| All | +11.0% | -10.0% | +21.1% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling