-62.3%
W vs NOC
+55.7%
-118.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +2.3% |
| 7D | -4.2% | -5.2% | +1.0% | -4.7% |
| 30D | -7.6% | -7.2% | -0.4% | -8.3% |
| 3M | +37.2% | -5.1% | +42.3% | +36.6% |
| 6M | +26.3% | -31.1% | +57.4% | +21.3% |
| YTD | -1.0% | -8.6% | +7.6% | -1.6% |
| 1Y | +20.1% | -9.7% | +29.8% | +19.2% |
| 3Y | +37.8% | +24.3% | +13.5% | +43.5% |
| All | -62.3% | +55.7% | -118.0% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling