+108.7%
USB vs NOC
+183.5%
-74.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.6% |
| 7D | +1.4% | -5.2% | +6.6% | +3.3% |
| 30D | -1.3% | -7.2% | +5.9% | +1.1% |
| 3M | +15.2% | -5.1% | +20.3% | +16.9% |
| 6M | +18.8% | -31.1% | +49.9% | +34.3% |
| YTD | +21.0% | -8.6% | +29.6% | +23.0% |
| 1Y | +34.0% | -9.7% | +43.7% | +36.5% |
| 3Y | +95.3% | +24.3% | +71.0% | +70.1% |
| 5Y | +40.4% | +52.6% | -12.3% | +5.5% |
| All | +108.7% | +183.5% | -74.7% | +21.8% |
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