+636.7%
DELL vs NOC
+28.9%
+607.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.0% | -5.2% |
| 7D | -1.9% | -1.8% | -0.1% | -2.2% |
| 30D | +14.9% | -9.4% | +24.3% | +13.2% |
| 3M | +37.2% | -3.8% | +41.1% | +36.7% |
| 6M | +254.0% | -28.8% | +282.7% | +237.1% |
| YTD | +306.1% | -7.9% | +314.0% | +307.0% |
| 1Y | +312.3% | -9.0% | +321.3% | +313.0% |
| All | +636.7% | +28.9% | +607.8% | +717.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling