+504.4%
NOW vs NOC
+159.4%
+345.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -1.7% | +4.5% | -6.2% | -2.6% |
| 30D | -27.4% | +14.1% | -41.5% | -29.7% |
| 3M | -19.4% | -4.5% | -15.0% | -18.9% |
| 6M | +13.1% | -0.8% | +13.9% | +12.7% |
| YTD | -34.3% | -2.5% | -31.8% | -35.0% |
| 1Y | -41.8% | -0.1% | -41.7% | -42.8% |
| 3Y | -20.7% | +24.6% | -45.3% | -28.1% |
| 5Y | -27.2% | +65.6% | -92.8% | -42.5% |
| All | +504.4% | +159.4% | +345.0% | +295.0% |
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