+173.8%
DAL vs NOC
+16.8%
+157.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +8.8% | -5.8% | +14.6% | +8.8% |
| 30D | +5.4% | +10.9% | -5.5% | +5.3% |
| 3M | -4.9% | -7.1% | +2.2% | -4.8% |
| 6M | +19.8% | -5.3% | +25.2% | +20.0% |
| YTD | +27.0% | -6.8% | +33.8% | +26.6% |
| 1Y | +52.5% | -6.7% | +59.2% | +51.9% |
| 3Y | +173.8% | +17.2% | +156.7% | +175.4% |
| All | +173.8% | +16.8% | +157.1% | +175.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling