+42.1%
RF vs NOC
+56.0%
-13.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -0.9% | -5.8% | +4.9% | -0.1% |
| 30D | +6.0% | +10.9% | -4.9% | +4.4% |
| 3M | -8.9% | -7.1% | -1.8% | -8.1% |
| 6M | +2.3% | -5.3% | +7.7% | +2.9% |
| YTD | +7.6% | -6.8% | +14.4% | +7.8% |
| 1Y | +21.2% | -6.7% | +27.9% | +21.3% |
| 3Y | +108.5% | +17.2% | +91.4% | +98.5% |
| All | +42.1% | +56.0% | -13.9% | +16.8% |
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