+70.3%
T vs NOC
+192.5%
-122.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | +7.5% | -9.7% | +17.2% | +10.5% |
| 3M | +14.8% | -5.6% | +20.5% | +16.5% |
| 6M | -1.7% | -28.6% | +26.8% | +7.4% |
| YTD | +8.7% | -7.9% | +16.6% | +9.9% |
| 1Y | -7.5% | -9.5% | +2.1% | -6.1% |
| 3Y | +110.2% | +28.4% | +81.9% | +86.6% |
| 5Y | +71.6% | +59.0% | +12.7% | +35.6% |
| All | +70.3% | +192.5% | -122.2% | +13.3% |
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