+5,221.5%
O vs NOC
+5,027.4%
+194.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -0.4% | +4.8% | -5.2% | -1.6% |
| 30D | +7.1% | +11.0% | -3.9% | +4.1% |
| 3M | -5.2% | -3.8% | -1.4% | -4.5% |
| 6M | -1.8% | +0.6% | -2.4% | -2.5% |
| YTD | +9.1% | -2.3% | +11.4% | +8.6% |
| 1Y | +9.7% | +0.3% | +9.4% | +8.4% |
| 3Y | +39.1% | +24.6% | +14.5% | +28.0% |
| 5Y | +8.4% | +66.0% | -57.6% | -9.7% |
| 10Y | +80.2% | +161.2% | -81.0% | +30.3% |
| All | +5,221.5% | +5,027.4% | +194.0% | +2,155.1% |
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