+12,289.5%
DHI vs NOC
+9,854.0%
+2,435.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.7% |
| 7D | -6.1% | -1.8% | -4.4% | -5.5% |
| 30D | -10.1% | -9.4% | -0.6% | -6.8% |
| 3M | -7.3% | -3.8% | -3.5% | -6.5% |
| 6M | -6.1% | -28.8% | +22.6% | +5.6% |
| YTD | -5.0% | -7.9% | +2.8% | -3.7% |
| 1Y | -22.1% | -9.0% | -13.1% | -20.7% |
| 3Y | +19.2% | +29.1% | -9.8% | +3.2% |
| 5Y | +59.4% | +58.9% | +0.5% | +22.4% |
| 10Y | +401.8% | +191.2% | +210.6% | +197.1% |
| All | +12,289.5% | +9,854.0% | +2,435.5% | +2,899.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling