+43.3%
IR vs NOC
+56.8%
-13.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +0.6% | -2.7% | +3.3% | +1.0% |
| 30D | -13.6% | -8.9% | -4.8% | -12.4% |
| 3M | +3.7% | -3.7% | +7.4% | +4.1% |
| 6M | -13.1% | -30.8% | +17.7% | -8.2% |
| YTD | -5.1% | -7.9% | +2.8% | -4.2% |
| 1Y | -6.5% | -9.4% | +3.0% | -5.4% |
| 3Y | +8.5% | +29.0% | -20.5% | +3.2% |
| 5Y | +43.3% | +56.1% | -12.8% | +34.3% |
| All | +43.3% | +56.8% | -13.5% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling