+277.2%
TER vs NOC
+26.5%
+250.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.4% |
| 7D | +11.0% | -2.7% | +13.6% | +10.3% |
| 30D | -1.9% | -8.9% | +7.0% | -3.9% |
| 3M | -0.7% | -3.7% | +3.0% | -0.7% |
| 6M | +36.4% | -30.8% | +67.2% | +30.6% |
| YTD | +92.4% | -7.9% | +100.4% | +93.3% |
| 1Y | +213.5% | -9.4% | +223.0% | +214.2% |
| 3Y | +277.2% | +29.0% | +248.3% | +324.8% |
| All | +277.2% | +26.5% | +250.7% | +324.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling