+1,381.0%
NET vs NOC
+60.7%
+1,320.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +2.0% | -2.4% |
| 7D | -16.4% | -5.0% | -11.4% | -16.2% |
| 30D | -25.8% | +10.3% | -36.2% | -26.1% |
| 3M | -11.5% | -4.3% | -7.2% | -11.3% |
| 6M | +18.9% | -6.5% | +25.4% | +19.3% |
| YTD | +35.2% | -6.7% | +42.0% | +35.4% |
| 1Y | +14.5% | -7.5% | +21.9% | +14.7% |
| 3Y | +313.8% | +17.4% | +296.5% | +305.3% |
| 5Y | +32.6% | +59.7% | -27.2% | +24.0% |
| All | +1,381.0% | +60.7% | +1,320.3% | +1,224.0% |
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