+6,438.2%
EW vs NOC
+3,528.0%
+2,910.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.7% |
| 7D | -0.3% | -5.2% | +4.8% | +0.8% |
| 30D | +1.0% | -7.2% | +8.2% | +2.7% |
| 3M | +2.8% | -5.1% | +7.9% | +3.8% |
| 6M | +5.5% | -31.1% | +36.6% | +14.3% |
| YTD | +5.5% | -8.6% | +14.0% | +6.7% |
| 1Y | +11.0% | -9.7% | +20.8% | +12.5% |
| 3Y | +17.7% | +24.3% | -6.6% | +7.5% |
| 5Y | -25.7% | +52.6% | -78.4% | -37.4% |
| 10Y | +132.8% | +183.6% | -50.8% | +63.8% |
| All | +6,438.2% | +3,528.0% | +2,910.2% | +2,949.9% |
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