+27.6%
IR vs NOC
+16.8%
+10.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +3.7% | -5.8% | +9.5% | +4.6% |
| 30D | +7.4% | +10.9% | -3.4% | +5.6% |
| 3M | -5.9% | -7.1% | +1.2% | -5.0% |
| 6M | +5.6% | -5.3% | +10.9% | +6.2% |
| YTD | +4.8% | -6.8% | +11.6% | +5.5% |
| 1Y | +6.9% | -6.7% | +13.7% | +7.6% |
| 3Y | +27.6% | +17.2% | +10.4% | +21.6% |
| All | +27.6% | +16.8% | +10.8% | +21.6% |
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