+79.8%
F vs NOC
+170.6%
-90.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.6% | -5.8% | +7.4% | +2.9% |
| 30D | +2.6% | +10.9% | -8.2% | +0.1% |
| 3M | -8.8% | -7.1% | -1.7% | -7.5% |
| 6M | +4.6% | -5.3% | +10.0% | +5.4% |
| YTD | -1.9% | -6.8% | +4.9% | -1.7% |
| 1Y | -0.8% | -6.7% | +5.9% | -0.6% |
| 3Y | +43.5% | +17.2% | +26.3% | +32.7% |
| 5Y | -12.1% | +56.3% | -68.3% | -28.4% |
| All | +79.8% | +170.6% | -90.8% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling