+214.8%
TER vs NOC
-7.7%
+222.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.4% |
| 7D | +9.4% | -1.8% | +11.1% | +8.9% |
| 30D | -2.4% | -9.4% | +7.0% | -4.5% |
| 3M | +6.5% | -3.8% | +10.4% | +6.8% |
| 6M | +23.2% | -28.8% | +51.9% | +30.0% |
| YTD | +91.5% | -7.9% | +99.4% | +91.9% |
| 1Y | +214.8% | -9.0% | +223.9% | +214.7% |
| All | +214.8% | -7.7% | +222.5% | +214.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling