+2,771.1%
NOW vs NOC
+968.5%
+1,802.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.2% |
| 7D | -2.4% | -5.2% | +2.8% | -0.7% |
| 30D | +20.5% | -7.2% | +27.7% | +23.2% |
| 3M | +18.3% | -5.1% | +23.5% | +20.0% |
| 6M | +24.1% | -31.1% | +55.1% | +38.4% |
| YTD | -7.8% | -8.6% | +0.8% | -6.9% |
| 1Y | -21.4% | -9.7% | -11.7% | -20.5% |
| 3Y | +19.5% | +24.3% | -4.7% | +4.5% |
| 5Y | +4.1% | +52.6% | -48.6% | -21.0% |
| 10Y | +826.4% | +183.6% | +642.8% | +340.6% |
| All | +2,771.1% | +968.5% | +1,802.6% | +516.6% |
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