+4,404.4%
DELL vs NOC
+192.5%
+4,211.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | +8.2% | +0.8% | +7.5% | +8.1% |
| 30D | +17.1% | -9.7% | +26.8% | +19.0% |
| 3M | +45.2% | -5.6% | +50.8% | +46.2% |
| 6M | +286.8% | -28.6% | +315.4% | +308.4% |
| YTD | +354.8% | -7.9% | +362.7% | +357.6% |
| 1Y | +358.3% | -9.5% | +367.8% | +362.4% |
| 3Y | +724.9% | +28.4% | +696.5% | +652.2% |
| 5Y | +1,193.7% | +59.0% | +1,134.7% | +967.8% |
| All | +4,404.4% | +192.5% | +4,211.9% | +3,098.4% |
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 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