+117.9%
RF vs NOC
+24.8%
+93.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -1.3% | +4.9% | -6.2% | -1.7% |
| 30D | +4.6% | +13.6% | -9.0% | +3.6% |
| 3M | -8.4% | -3.9% | -4.6% | -8.3% |
| 6M | +8.9% | +1.4% | +7.5% | +8.6% |
| YTD | +8.8% | -2.2% | +11.0% | +8.4% |
| 1Y | +18.9% | -1.2% | +20.1% | +18.4% |
| All | +117.9% | +24.8% | +93.0% | +101.2% |
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 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