+277.0%
IR vs NOC
+143.2%
+133.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.9% |
| 7D | -1.9% | -1.6% | -0.3% | -1.5% |
| 30D | -15.0% | -10.4% | -4.7% | -12.3% |
| 3M | -0.4% | -5.6% | +5.2% | +0.9% |
| 6M | -15.0% | -30.4% | +15.3% | -5.8% |
| YTD | -7.1% | -8.5% | +1.4% | -5.5% |
| 1Y | -7.5% | -8.3% | +0.8% | -6.1% |
| 3Y | +6.3% | +28.2% | -21.9% | -5.4% |
| 5Y | +37.3% | +56.7% | -19.4% | +8.7% |
| All | +277.0% | +143.2% | +133.9% | +178.7% |
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