+10.1%
IR vs NOC
+27.2%
-17.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.6% |
| 7D | -2.8% | -5.2% | +2.4% | -2.1% |
| 30D | -15.1% | -7.2% | -7.9% | -14.2% |
| 3M | +6.1% | -5.1% | +11.2% | +6.8% |
| 6M | -16.8% | -31.1% | +14.3% | -12.4% |
| YTD | -3.5% | -8.6% | +5.0% | -2.5% |
| 1Y | -3.5% | -9.7% | +6.2% | -2.3% |
| All | +10.1% | +27.2% | -17.1% | +6.1% |
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