-22.7%
U vs NOC
+78.2%
-100.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.3% |
| 7D | +2.6% | +4.8% | -2.3% | +3.0% |
| 30D | +27.6% | +11.0% | +16.5% | +28.7% |
| 3M | +15.3% | -3.8% | +19.1% | +15.4% |
| 6M | +96.4% | +0.6% | +95.7% | +97.2% |
| YTD | +19.6% | -2.3% | +21.9% | +19.5% |
| 1Y | +42.1% | +0.3% | +41.9% | +42.3% |
| 3Y | +87.5% | +24.6% | +62.9% | +88.6% |
| 5Y | -73.1% | +66.0% | -139.1% | -71.5% |
| All | -22.7% | +78.2% | -100.9% | -6.8% |
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