+21.9%
FIX vs NOC
-0.8%
+22.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +5.0% |
| 7D | +6.4% | +4.9% | +1.6% | +6.5% |
| 30D | -29.1% | +13.6% | -42.7% | -28.2% |
| 3M | -31.1% | -3.9% | -27.3% | -30.9% |
| 6M | -42.8% | +1.4% | -44.2% | -42.1% |
| YTD | +24.6% | -2.2% | +26.8% | +22.3% |
| 1Y | +21.9% | -1.2% | +23.1% | +19.8% |
| All | +21.9% | -0.8% | +22.7% | +19.8% |
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