+9,741.5%
TER vs NOC
+17,233.0%
-7,491.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.7% | +10.1% | +11.9% |
| 7D | -5.8% | -2.9% | -2.8% | -4.8% |
| 30D | -38.9% | +12.1% | -51.0% | -41.2% |
| 3M | -35.1% | -5.3% | -29.9% | -34.5% |
| 6M | -31.6% | -1.0% | -30.5% | -32.7% |
| YTD | +27.2% | -4.3% | +31.6% | +25.9% |
| 1Y | +35.2% | -3.6% | +38.9% | +33.3% |
| 3Y | +192.8% | +22.9% | +169.9% | +156.7% |
| 5Y | +72.4% | +60.4% | +12.0% | +34.1% |
| 10Y | +1,001.8% | +161.3% | +840.6% | +588.0% |
| All | +9,741.5% | +17,233.0% | -7,491.4% | +2,488.1% |
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