+232.4%
RF vs NOC
+162.5%
+69.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.4% |
| 7D | +0.3% | -0.3% | +0.7% | +0.4% |
| 30D | +6.2% | +14.1% | -7.9% | +1.3% |
| 3M | -7.8% | -4.6% | -3.2% | -6.6% |
| 6M | +5.9% | +0.7% | +5.2% | +5.0% |
| YTD | +9.0% | -2.6% | +11.7% | +8.1% |
| 1Y | +19.3% | -1.0% | +20.2% | +17.3% |
| 3Y | +116.4% | +24.5% | +91.9% | +88.8% |
| 5Y | +46.0% | +64.3% | -18.3% | +5.8% |
| All | +232.4% | +162.5% | +69.9% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling