+104.3%
DAL vs NOC
+160.0%
-55.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -1.1% | +4.8% | -5.9% | -2.2% |
| 30D | +12.8% | +11.0% | +1.8% | +9.8% |
| 3M | -5.3% | -3.8% | -1.5% | -4.6% |
| 6M | +22.4% | +0.6% | +21.7% | +21.4% |
| YTD | +25.6% | -2.3% | +27.9% | +24.4% |
| 1Y | +45.5% | +0.3% | +45.3% | +43.0% |
| 3Y | +161.0% | +24.6% | +136.3% | +135.1% |
| 5Y | +112.2% | +66.0% | +46.3% | +61.1% |
| All | +104.3% | +160.0% | -55.7% | +30.4% |
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