+163.6%
W vs NOC
+388.9%
-225.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.0% |
| 7D | -4.2% | -5.2% | +1.0% | -3.2% |
| 30D | -7.6% | -7.2% | -0.4% | -6.3% |
| 3M | +37.2% | -5.1% | +42.3% | +38.3% |
| 6M | +26.3% | -31.1% | +57.4% | +35.6% |
| YTD | -1.0% | -8.6% | +7.6% | -0.2% |
| 1Y | +20.1% | -9.7% | +29.8% | +21.1% |
| 3Y | +37.8% | +24.3% | +13.5% | +25.0% |
| 5Y | -63.7% | +52.6% | -116.3% | -71.0% |
| 10Y | +156.3% | +183.6% | -27.3% | +63.1% |
| All | +163.6% | +388.9% | -225.3% | +42.5% |
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