+66.1%
T vs NOC
+56.8%
+9.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.5% | -2.7% | +1.2% | -1.2% |
| 30D | +7.6% | -8.9% | +16.5% | +9.0% |
| 3M | +15.3% | -3.7% | +19.0% | +15.8% |
| 6M | -8.5% | -30.8% | +22.3% | -4.1% |
| YTD | +6.8% | -7.9% | +14.7% | +7.3% |
| 1Y | -7.2% | -9.4% | +2.2% | -6.7% |
| 3Y | +108.2% | +29.0% | +79.3% | +95.3% |
| 5Y | +66.1% | +56.1% | +10.0% | +45.6% |
| All | +66.1% | +56.8% | +9.3% | +45.6% |
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