+86.4%
F vs NOC
+187.2%
-100.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | +1.2% | -2.7% | +3.8% | +1.7% |
| 30D | +1.2% | -8.9% | +10.1% | +3.3% |
| 3M | -5.7% | -3.7% | -2.0% | -5.2% |
| 6M | +17.9% | -30.8% | +48.7% | +28.0% |
| YTD | +10.4% | -7.9% | +18.4% | +11.2% |
| 1Y | +25.3% | -9.4% | +34.8% | +26.6% |
| 3Y | +37.5% | +29.0% | +8.5% | +23.1% |
| 5Y | +46.5% | +56.1% | -9.5% | +18.8% |
| 10Y | +86.4% | +186.3% | -99.9% | +22.5% |
| All | +86.4% | +187.2% | -100.8% | +22.5% |
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