-38.4%
U vs NOC
+68.0%
-106.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | 0.0% | -1.8% | +1.7% | -0.1% |
| 30D | -4.1% | -9.4% | +5.3% | -4.7% |
| 3M | +57.8% | -3.8% | +61.6% | +57.6% |
| 6M | +103.5% | -28.8% | +132.3% | +98.7% |
| YTD | -4.8% | -7.9% | +3.1% | -5.4% |
| 1Y | -2.4% | -9.0% | +6.7% | -3.1% |
| 3Y | +11.7% | +29.1% | -17.4% | +12.1% |
| 5Y | -68.9% | +58.9% | -127.8% | -67.0% |
| All | -38.4% | +68.0% | -106.4% | -26.3% |
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