+17.0%
O vs NOC
+56.1%
-39.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -0.6% | -2.7% | +2.1% | -0.1% |
| 30D | -2.0% | -8.9% | +6.9% | -0.4% |
| 3M | +3.0% | -3.7% | +6.7% | +3.5% |
| 6M | -3.6% | -30.8% | +27.2% | +2.7% |
| YTD | +12.1% | -7.9% | +20.0% | +13.1% |
| 1Y | +8.9% | -9.4% | +18.3% | +10.1% |
| 3Y | +30.3% | +29.0% | +1.4% | +22.0% |
| All | +17.0% | +56.1% | -39.1% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling