+20.1%
W vs NOC
-10.0%
+30.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +2.5% |
| 7D | -4.2% | -5.2% | +1.0% | -4.3% |
| 30D | -7.6% | -7.2% | -0.4% | -7.7% |
| 3M | +37.2% | -5.1% | +42.3% | +37.3% |
| 6M | +26.3% | -31.1% | +57.4% | +24.9% |
| YTD | -1.0% | -8.6% | +7.6% | -3.0% |
| 1Y | +20.1% | -9.7% | +29.8% | +17.3% |
| All | +20.1% | -10.0% | +30.1% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling