+112.5%
NET vs NOC
+53.6%
+58.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -2.0% |
| 7D | -7.0% | -5.2% | -1.8% | -7.1% |
| 30D | -4.8% | -7.2% | +2.4% | -5.0% |
| 3M | +3.8% | -5.1% | +8.9% | +3.8% |
| 6M | +50.0% | -31.1% | +81.1% | +49.1% |
| YTD | +41.5% | -8.6% | +50.1% | +41.4% |
| 1Y | +32.8% | -9.7% | +42.6% | +32.8% |
| 3Y | +335.9% | +24.3% | +311.6% | +333.5% |
| All | +112.5% | +53.6% | +58.8% | +125.4% |
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