+790.0%
NOW vs NOC
+187.2%
+602.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.1% |
| 7D | -6.1% | -2.7% | -3.4% | -5.5% |
| 30D | +7.5% | -8.9% | +16.3% | +9.6% |
| 3M | +17.5% | -3.7% | +21.2% | +18.3% |
| 6M | +7.9% | -30.8% | +38.7% | +16.8% |
| YTD | -12.4% | -7.9% | -4.4% | -12.0% |
| 1Y | -28.6% | -9.4% | -19.1% | -28.1% |
| 3Y | +11.8% | +29.0% | -17.1% | 0.0% |
| 5Y | +2.6% | +56.1% | -53.4% | -17.6% |
| 10Y | +790.0% | +186.3% | +603.7% | +472.1% |
| All | +790.0% | +187.2% | +602.8% | +472.1% |
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