+1,622.6%
T vs NOC
+17,556.4%
-15,933.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +1.6% | +4.5% | -2.9% | +0.6% |
| 30D | -2.9% | +14.1% | -17.0% | -6.1% |
| 3M | -7.5% | -4.5% | -3.1% | -6.7% |
| 6M | -9.9% | -0.8% | -9.1% | -10.1% |
| YTD | -6.4% | -2.5% | -3.9% | -6.8% |
| 1Y | -9.4% | -0.1% | -9.3% | -10.3% |
| 3Y | +64.9% | +24.6% | +40.2% | +52.4% |
| 5Y | +57.0% | +65.6% | -8.6% | +32.9% |
| 10Y | +60.8% | +160.5% | -99.7% | +20.2% |
| All | +1,622.6% | +17,556.4% | -15,933.8% | +524.6% |
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 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