+14,183.4%
TER vs NOC
+16,458.4%
-2,275.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +6.3% |
| 7D | +0.6% | -5.2% | +5.8% | +2.3% |
| 30D | -8.3% | -7.2% | -1.1% | -6.4% |
| 3M | -12.2% | -5.1% | -7.1% | -11.9% |
| 6M | +17.1% | -31.1% | +48.1% | +29.9% |
| YTD | +84.7% | -8.6% | +93.3% | +86.4% |
| 1Y | +199.9% | -9.7% | +209.7% | +203.3% |
| 3Y | +232.8% | +24.3% | +208.5% | +189.9% |
| 5Y | +198.6% | +52.6% | +145.9% | +135.7% |
| 10Y | +1,669.7% | +183.6% | +1,486.1% | +974.6% |
| All | +14,183.4% | +16,458.4% | -2,275.0% | +3,732.0% |
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