+24.4%
EW vs NOC
-0.7%
+25.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.3% |
| 7D | +4.9% | +4.8% | +0.1% | +4.6% |
| 30D | +23.9% | +11.0% | +12.9% | +23.0% |
| 3M | +15.8% | -3.8% | +19.6% | +16.0% |
| 6M | +31.7% | +0.6% | +31.0% | +31.3% |
| YTD | +25.7% | -2.3% | +28.0% | +25.6% |
| 1Y | +24.4% | +0.3% | +24.2% | +24.0% |
| All | +24.4% | -0.7% | +25.1% | +24.0% |
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