+43.6%
DE vs NOC
-9.0%
+52.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.6% | +0.8% | -3.3% | -2.7% |
| 30D | +9.0% | -9.7% | +18.7% | +10.4% |
| 3M | +19.1% | -5.6% | +24.8% | +19.8% |
| 6M | +14.4% | -28.6% | +43.0% | +21.2% |
| YTD | +45.9% | -7.9% | +53.8% | +50.3% |
| 1Y | +43.6% | -9.5% | +53.1% | +49.6% |
| All | +43.6% | -9.0% | +52.6% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling