+8,026.5%
USB vs NOC
+16,788.6%
-8,762.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.5% | -6.6% | +5.1% | +0.5% |
| 30D | +4.3% | +8.7% | -4.4% | +1.6% |
| 3M | -6.1% | -5.4% | -0.7% | -4.8% |
| 6M | +9.4% | -5.1% | +14.5% | +10.6% |
| YTD | +15.2% | -6.8% | +21.9% | +16.2% |
| 1Y | +32.8% | -6.4% | +39.2% | +33.7% |
| 3Y | +91.3% | +17.3% | +74.0% | +76.4% |
| 5Y | +22.7% | +56.3% | -33.7% | +1.1% |
| 10Y | +97.0% | +173.9% | -76.8% | +36.3% |
| All | +8,026.5% | +16,788.6% | -8,762.1% | +2,568.4% |
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