+210.1%
W vs NOC
+160.0%
+50.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +0.2% | +4.8% | -4.7% | -0.7% |
| 30D | +6.8% | +11.0% | -4.2% | +4.7% |
| 3M | +10.7% | -3.8% | +14.5% | +11.2% |
| 6M | +86.3% | +0.6% | +85.7% | +85.3% |
| YTD | +11.5% | -2.3% | +13.8% | +10.6% |
| 1Y | +5.1% | +0.3% | +4.8% | +3.7% |
| 3Y | +171.0% | +24.6% | +146.4% | +148.9% |
| 5Y | -56.6% | +66.0% | -122.6% | -66.2% |
| All | +210.1% | +160.0% | +50.1% | +129.3% |
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 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