+46.4%
RF vs NOC
+65.6%
-19.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +0.4% | +4.5% | -4.2% | -0.3% |
| 30D | +5.6% | +14.1% | -8.5% | +3.5% |
| 3M | -8.9% | -4.5% | -4.4% | -8.4% |
| 6M | +7.1% | -0.8% | +7.8% | +7.0% |
| YTD | +8.3% | -2.5% | +10.8% | +7.8% |
| 1Y | +16.8% | -0.1% | +16.9% | +15.8% |
| 3Y | +115.0% | +24.6% | +90.4% | +102.6% |
| 5Y | +46.4% | +65.6% | -19.2% | +19.4% |
| All | +46.4% | +65.6% | -19.2% | +19.4% |
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