+99.6%
DE vs NOC
+58.2%
+41.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.3% |
| 3M | +19.1% | -5.6% | +24.8% | +20.2% |
| 6M | +14.4% | -28.6% | +43.0% | +23.0% |
| YTD | +45.9% | -7.9% | +53.8% | +47.7% |
| 1Y | +43.6% | -9.5% | +53.1% | +45.7% |
| 3Y | +75.9% | +28.4% | +47.5% | +58.9% |
| All | +99.6% | +58.2% | +41.4% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling