+3.7%
F vs NOC
-7.1%
+10.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.5% | +3.0% |
| 7D | +6.0% | -5.0% | +11.0% | +6.1% |
| 30D | +4.3% | +10.3% | -6.1% | +4.0% |
| 3M | -10.1% | -4.3% | -5.7% | -10.1% |
| 6M | +12.8% | -6.5% | +19.3% | +13.2% |
| YTD | -0.1% | -6.7% | +6.7% | -3.8% |
| 1Y | +3.7% | -7.5% | +11.2% | -0.7% |
| All | +3.7% | -7.1% | +10.7% | -0.7% |
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