+192.8%
TER vs NOC
+22.9%
+169.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.7% | +10.1% | +13.5% |
| 7D | -5.8% | -2.9% | -2.8% | -6.8% |
| 30D | -38.9% | +12.1% | -51.0% | -36.6% |
| 3M | -35.1% | -5.3% | -29.9% | -35.5% |
| 6M | -31.6% | -1.0% | -30.5% | -30.4% |
| YTD | +27.2% | -4.3% | +31.6% | +30.2% |
| 1Y | +35.2% | -3.6% | +38.9% | +38.7% |
| 3Y | +192.8% | +22.9% | +169.9% | +233.5% |
| All | +192.8% | +22.9% | +169.9% | +233.5% |
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