+143.3%
DELL vs NOC
-7.1%
+150.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.5% | -4.3% | -9.2% |
| 7D | -24.6% | -5.0% | -19.6% | -24.9% |
| 30D | -32.5% | +10.3% | -42.8% | -31.7% |
| 3M | -20.2% | -4.3% | -15.9% | -19.5% |
| 6M | +76.5% | -6.5% | +83.0% | +78.3% |
| YTD | +198.9% | -6.7% | +205.7% | +204.6% |
| 1Y | +143.3% | -7.5% | +150.8% | +146.0% |
| All | +143.3% | -7.1% | +150.4% | +146.0% |
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