-26.6%
U vs NOC
+77.7%
-104.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.0% |
| 7D | +2.8% | +4.5% | -1.7% | +3.2% |
| 30D | +7.6% | +14.1% | -6.5% | +8.8% |
| 3M | +12.7% | -4.5% | +17.1% | +12.7% |
| 6M | +87.0% | -0.8% | +87.7% | +87.6% |
| YTD | +13.6% | -2.5% | +16.1% | +13.6% |
| 1Y | +25.3% | -0.1% | +25.4% | +25.4% |
| 3Y | +85.8% | +24.6% | +61.2% | +86.8% |
| 5Y | -74.5% | +65.6% | -140.1% | -72.9% |
| All | -26.6% | +77.7% | -104.3% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling