+851.5%
DE vs NOC
+192.5%
+659.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.6% | +0.8% | -3.3% | -2.8% |
| 30D | +9.0% | -9.7% | +18.7% | +12.8% |
| 3M | +19.1% | -5.6% | +24.8% | +20.9% |
| 6M | +14.4% | -28.6% | +43.0% | +28.6% |
| YTD | +45.9% | -7.9% | +53.8% | +48.3% |
| 1Y | +43.6% | -9.5% | +53.1% | +46.6% |
| 3Y | +75.9% | +28.4% | +47.5% | +50.5% |
| 5Y | +98.8% | +59.0% | +39.8% | +48.5% |
| All | +851.5% | +192.5% | +659.0% | +455.8% |
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