+3.7%
U vs NOC
-10.0%
+13.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.3% |
| 7D | -3.8% | -5.2% | +1.4% | -4.5% |
| 30D | +17.5% | -7.2% | +24.7% | +16.3% |
| 3M | +38.7% | -5.1% | +43.8% | +37.9% |
| 6M | +104.4% | -31.1% | +135.5% | +84.2% |
| YTD | -5.7% | -8.6% | +2.9% | -7.0% |
| 1Y | +3.7% | -9.7% | +13.4% | +7.9% |
| All | +3.7% | -10.0% | +13.7% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling