+1,972.6%
NOW vs NOC
+989.3%
+983.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -3.0% | -5.8% | +2.8% | -1.3% |
| 30D | -26.0% | +10.9% | -36.9% | -28.6% |
| 3M | -13.1% | -7.1% | -6.0% | -11.6% |
| 6M | +14.5% | -5.3% | +19.8% | +15.5% |
| YTD | -33.4% | -6.8% | -26.6% | -33.5% |
| 1Y | -40.6% | -6.7% | -33.9% | -40.8% |
| 3Y | -16.3% | +17.2% | -33.5% | -24.9% |
| 5Y | -26.3% | +56.3% | -82.6% | -44.5% |
| 10Y | +512.7% | +173.7% | +339.0% | +200.8% |
| All | +1,972.6% | +989.3% | +983.2% | +340.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling