+1,514.2%
RF vs NOC
+16,458.4%
-14,944.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.8% |
| 7D | +1.3% | -5.2% | +6.5% | +3.2% |
| 30D | -3.6% | -7.2% | +3.6% | -1.2% |
| 3M | +8.1% | -5.1% | +13.2% | +9.6% |
| 6M | +11.5% | -31.1% | +42.5% | +26.1% |
| YTD | +15.6% | -8.6% | +24.2% | +17.7% |
| 1Y | +15.7% | -9.7% | +25.4% | +18.1% |
| 3Y | +86.9% | +24.3% | +62.6% | +65.2% |
| 5Y | +89.8% | +52.6% | +37.2% | +51.6% |
| 10Y | +344.7% | +183.6% | +161.1% | +181.2% |
| All | +1,514.2% | +16,458.4% | -14,944.2% | +356.8% |
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 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