+12,471.5%
FIX vs NOC
+2,265.6%
+10,205.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.9% |
| 7D | +6.0% | -5.2% | +11.2% | +8.2% |
| 30D | -7.2% | -7.2% | 0.0% | -4.7% |
| 3M | -15.9% | -5.1% | -10.7% | -15.0% |
| 6M | +12.7% | -31.1% | +43.8% | +29.2% |
| YTD | +72.8% | -8.6% | +81.4% | +75.5% |
| 1Y | +122.9% | -9.7% | +132.6% | +127.1% |
| 3Y | +774.3% | +24.3% | +750.0% | +648.0% |
| 5Y | +2,049.5% | +52.6% | +1,996.8% | +1,525.3% |
| 10Y | +5,821.5% | +183.6% | +5,637.9% | +3,305.2% |
| All | +12,471.5% | +2,265.6% | +10,205.8% | +3,295.3% |
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