+5.7%
O vs NOC
-7.7%
+13.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -3.5% | -1.8% | -1.8% | -3.3% |
| 30D | -3.3% | -9.4% | +6.1% | -1.9% |
| 3M | -2.8% | -3.8% | +1.0% | -2.4% |
| 6M | -5.8% | -28.8% | +23.0% | -1.2% |
| YTD | +9.4% | -7.9% | +17.3% | +10.2% |
| 1Y | +5.7% | -9.0% | +14.7% | +6.2% |
| All | +5.7% | -7.7% | +13.3% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling