+122.8%
DAL vs NOC
+170.6%
-47.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +8.8% | -5.8% | +14.6% | +10.3% |
| 30D | +5.4% | +10.9% | -5.5% | +2.4% |
| 3M | -4.9% | -7.1% | +2.2% | -3.5% |
| 6M | +19.8% | -5.3% | +25.2% | +20.7% |
| YTD | +27.0% | -6.8% | +33.8% | +27.2% |
| 1Y | +52.5% | -6.7% | +59.2% | +52.6% |
| 3Y | +173.8% | +17.2% | +156.7% | +150.6% |
| 5Y | +104.5% | +56.3% | +48.3% | +58.0% |
| All | +122.8% | +170.6% | -47.8% | +36.8% |
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