+81.0%
F vs NOC
+158.6%
-77.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.0% | 0.0% |
| 7D | -0.6% | -2.9% | +2.3% | 0.0% |
| 30D | +2.9% | +12.1% | -9.3% | +0.1% |
| 3M | -9.5% | -5.3% | -4.2% | -8.6% |
| 6M | +4.0% | -1.0% | +5.0% | +3.7% |
| YTD | -1.3% | -4.3% | +3.0% | -1.6% |
| 1Y | -1.9% | -3.6% | +1.7% | -2.5% |
| 3Y | +53.5% | +22.9% | +30.6% | +40.1% |
| 5Y | -15.1% | +60.4% | -75.5% | -31.3% |
| 10Y | +81.0% | +161.3% | -80.3% | +22.2% |
| All | +81.0% | +158.6% | -77.6% | +22.2% |
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