-68.0%
U vs NOC
+56.8%
-124.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.6% |
| 7D | +4.5% | -2.7% | +7.2% | +4.3% |
| 30D | -0.6% | -8.9% | +8.3% | -1.0% |
| 3M | +48.4% | -3.7% | +52.1% | +48.3% |
| 6M | +115.4% | -30.8% | +146.2% | +110.8% |
| YTD | -3.2% | -7.9% | +4.7% | -3.9% |
| 1Y | -6.0% | -9.4% | +3.4% | -6.7% |
| 3Y | +13.5% | +29.0% | -15.5% | +12.4% |
| 5Y | -68.0% | +56.1% | -124.1% | -67.5% |
| All | -68.0% | +56.8% | -124.8% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling