+448.7%
FIX vs NOC
+16.8%
+431.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.5% | +5.4% |
| 7D | -17.5% | -5.8% | -11.6% | -17.7% |
| 30D | -41.6% | +10.9% | -52.5% | -41.2% |
| 3M | -40.6% | -7.1% | -33.5% | -40.5% |
| 6M | -49.4% | -5.3% | -44.0% | -49.1% |
| YTD | +9.2% | -6.8% | +16.0% | +10.1% |
| 1Y | +6.5% | -6.7% | +13.2% | +7.4% |
| 3Y | +448.7% | +17.2% | +431.5% | +456.6% |
| All | +448.7% | +16.8% | +431.9% | +456.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling