+2,926.4%
V vs NOC
+959.1%
+1,967.3%
-51.9%
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% | 0.0% |
| 7D | -1.7% | -5.2% | +3.5% | +0.4% |
| 30D | +2.0% | -7.2% | +9.2% | +4.9% |
| 3M | +17.4% | -5.1% | +22.5% | +19.4% |
| 6M | +17.5% | -31.1% | +48.6% | +35.5% |
| YTD | +7.6% | -8.6% | +16.2% | +9.6% |
| 1Y | +7.7% | -9.7% | +17.4% | +10.0% |
| 3Y | +54.7% | +24.3% | +30.4% | +33.2% |
| 5Y | +73.0% | +52.6% | +20.4% | +28.9% |
| 10Y | +390.9% | +183.6% | +207.3% | +152.4% |
| All | +2,926.4% | +959.1% | +1,967.3% | +673.3% |
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