+18.3%
NOW vs NOC
+24.5%
-6.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -3.0% |
| 7D | -2.4% | -5.2% | +2.8% | -2.4% |
| 30D | +20.5% | -7.2% | +27.7% | +20.5% |
| 3M | +18.3% | -5.1% | +23.5% | +18.3% |
| 6M | +24.1% | -31.1% | +55.1% | +23.5% |
| YTD | -7.8% | -8.6% | +0.8% | -8.4% |
| 1Y | -21.4% | -9.7% | -11.7% | -21.9% |
| All | +18.3% | +24.5% | -6.2% | +12.4% |
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 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