+7,843.3%
FIX vs NOC
+2,311.7%
+5,531.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.5% | +5.5% |
| 7D | -17.5% | -5.8% | -11.6% | -15.3% |
| 30D | -41.6% | +10.9% | -52.5% | -44.1% |
| 3M | -40.6% | -7.1% | -33.5% | -39.2% |
| 6M | -49.4% | -5.3% | -44.0% | -49.0% |
| YTD | +9.2% | -6.8% | +16.0% | +9.7% |
| 1Y | +6.5% | -6.7% | +13.2% | +6.8% |
| 3Y | +448.7% | +17.2% | +431.5% | +383.8% |
| 5Y | +948.7% | +56.3% | +892.5% | +686.3% |
| 10Y | +3,659.7% | +173.7% | +3,486.0% | +2,089.7% |
| All | +7,843.3% | +2,311.7% | +5,531.6% | +2,022.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling