+72.4%
TER vs NOC
+60.7%
+11.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.7% | +10.1% | +12.9% |
| 7D | -5.8% | -2.9% | -2.8% | -6.0% |
| 30D | -38.9% | +12.1% | -51.0% | -38.5% |
| 3M | -35.1% | -5.3% | -29.9% | -35.0% |
| 6M | -31.6% | -1.0% | -30.5% | -31.3% |
| YTD | +27.2% | -4.3% | +31.6% | +28.0% |
| 1Y | +35.2% | -3.6% | +38.9% | +36.0% |
| 3Y | +192.8% | +22.9% | +169.9% | +187.0% |
| 5Y | +72.4% | +60.4% | +12.0% | +51.9% |
| All | +72.4% | +60.7% | +11.7% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling