-39.0%
U vs NOC
+66.7%
-105.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.1% |
| 7D | -3.8% | -5.2% | +1.4% | -4.1% |
| 30D | +17.5% | -7.2% | +24.7% | +16.9% |
| 3M | +38.7% | -5.1% | +43.8% | +38.4% |
| 6M | +104.4% | -31.1% | +135.5% | +99.1% |
| YTD | -5.7% | -8.6% | +2.9% | -6.4% |
| 1Y | +3.7% | -9.7% | +13.4% | +2.9% |
| 3Y | +12.3% | +24.3% | -12.0% | +12.6% |
| 5Y | -68.8% | +52.6% | -121.4% | -67.2% |
| All | -39.0% | +66.7% | -105.7% | -27.0% |
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