+40.4%
O vs NOC
+25.0%
+15.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | +3.5% | -0.3% | +3.9% | +3.5% |
| 30D | +10.4% | +14.1% | -3.7% | +7.8% |
| 3M | -2.4% | -4.6% | +2.2% | -1.9% |
| 6M | -1.2% | +0.7% | -1.9% | -1.7% |
| YTD | +10.4% | -2.6% | +13.0% | +10.0% |
| 1Y | +11.4% | -1.0% | +12.4% | +10.7% |
| 3Y | +40.4% | +24.5% | +15.9% | +28.0% |
| All | +40.4% | +25.0% | +15.4% | +28.0% |
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