+89.2%
USB vs NOC
+158.6%
-69.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.6% |
| 7D | +0.8% | -2.9% | +3.7% | +1.7% |
| 30D | +6.8% | +12.1% | -5.4% | +2.6% |
| 3M | -3.8% | -5.3% | +1.5% | -2.3% |
| 6M | +11.7% | -1.0% | +12.8% | +11.5% |
| YTD | +17.5% | -4.3% | +21.8% | +17.3% |
| 1Y | +33.8% | -3.6% | +37.4% | +33.0% |
| 3Y | +104.2% | +22.9% | +81.3% | +80.0% |
| 5Y | +26.4% | +60.4% | -34.0% | -6.5% |
| 10Y | +89.2% | +161.3% | -72.1% | +15.8% |
| All | +89.2% | +158.6% | -69.4% | +15.8% |
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 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