+351.3%
DAL vs NOC
+1,084.0%
-732.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +3.1% |
| 7D | +0.1% | -5.2% | +5.3% | +2.8% |
| 30D | -13.9% | -7.2% | -6.7% | -10.8% |
| 3M | +1.1% | -5.1% | +6.2% | +3.0% |
| 6M | +26.2% | -31.1% | +57.3% | +51.1% |
| YTD | +16.4% | -8.6% | +25.0% | +18.6% |
| 1Y | +33.9% | -9.7% | +43.6% | +36.8% |
| 3Y | +93.4% | +24.3% | +69.1% | +55.7% |
| 5Y | +106.4% | +52.6% | +53.7% | +34.6% |
| 10Y | +143.0% | +183.6% | -40.6% | -9.8% |
| All | +351.3% | +1,084.0% | -732.7% | -45.4% |
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 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