+3,319.5%
V vs NOC
+1,028.3%
+2,291.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.3% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +9.9% | +14.1% | -4.2% | +4.0% |
| 3M | +17.5% | -4.6% | +22.1% | +19.1% |
| 6M | +33.5% | +0.7% | +32.7% | +31.9% |
| YTD | +21.6% | -2.6% | +24.2% | +20.2% |
| 1Y | +27.6% | -1.0% | +28.5% | +25.2% |
| 3Y | +76.4% | +24.5% | +51.9% | +52.6% |
| 5Y | +103.8% | +64.3% | +39.5% | +46.9% |
| 10Y | +455.5% | +162.8% | +292.7% | +199.5% |
| All | +3,319.5% | +1,028.3% | +2,291.2% | +748.6% |
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