+5.1%
DHR vs NOC
-10.0%
+15.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.2% |
| 7D | -3.9% | -5.2% | +1.3% | -3.1% |
| 30D | +4.0% | -7.2% | +11.2% | +5.0% |
| 3M | +11.5% | -5.1% | +16.6% | +12.0% |
| 6M | +1.9% | -31.1% | +32.9% | +4.4% |
| YTD | -8.9% | -8.6% | -0.3% | -11.5% |
| 1Y | +5.1% | -9.7% | +14.8% | -1.6% |
| All | +5.1% | -10.0% | +15.1% | -1.6% |
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