+1,872.1%
T vs NOC
+16,458.4%
-14,586.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.3% |
| 7D | -1.3% | -5.2% | +3.9% | 0.0% |
| 30D | +11.4% | -7.2% | +18.6% | +13.3% |
| 3M | +14.3% | -5.1% | +19.4% | +15.5% |
| 6M | -9.3% | -31.1% | +21.8% | -1.2% |
| YTD | +7.1% | -8.6% | +15.7% | +8.6% |
| 1Y | -9.1% | -9.7% | +0.6% | -7.7% |
| 3Y | +105.3% | +24.3% | +81.1% | +89.6% |
| 5Y | +66.8% | +52.6% | +14.2% | +44.0% |
| 10Y | +66.8% | +183.6% | -116.8% | +22.6% |
| All | +1,872.1% | +16,458.4% | -14,586.3% | +627.3% |
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 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