+327.1%
NET vs NOC
+24.5%
+302.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -2.0% |
| 7D | -7.0% | -5.2% | -1.8% | -7.2% |
| 30D | -4.8% | -7.2% | +2.4% | -5.0% |
| 3M | +3.8% | -5.1% | +8.9% | +3.7% |
| 6M | +50.0% | -31.1% | +81.1% | +48.7% |
| YTD | +41.5% | -8.6% | +50.1% | +41.5% |
| 1Y | +32.8% | -9.7% | +42.6% | +32.9% |
| All | +327.1% | +24.5% | +302.6% | +307.2% |
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