+128.1%
DAL vs NOC
+158.6%
-30.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.7% | +2.6% | +4.6% |
| 7D | +10.0% | -2.9% | +13.0% | +10.8% |
| 30D | +12.0% | +12.1% | -0.1% | +8.6% |
| 3M | +0.8% | -5.3% | +6.0% | +1.8% |
| 6M | +26.2% | -1.0% | +27.2% | +25.7% |
| YTD | +33.7% | -4.3% | +38.0% | +33.1% |
| 1Y | +57.6% | -3.6% | +61.2% | +56.4% |
| 3Y | +183.5% | +22.9% | +160.6% | +156.0% |
| 5Y | +114.2% | +60.4% | +53.8% | +64.4% |
| 10Y | +128.1% | +161.3% | -33.1% | +41.8% |
| All | +128.1% | +158.6% | -30.5% | +41.8% |
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