+203.8%
DHR vs NOC
+192.5%
+11.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | +0.8% | -4.4% | -3.8% |
| 30D | -2.7% | -9.7% | +7.0% | -0.5% |
| 3M | +10.9% | -5.6% | +16.6% | +12.2% |
| 6M | +3.0% | -28.6% | +31.6% | +11.1% |
| YTD | -12.2% | -7.9% | -4.3% | -11.4% |
| 1Y | +3.3% | -9.5% | +12.8% | +4.6% |
| 3Y | -8.2% | +28.4% | -36.6% | -16.1% |
| 5Y | -29.9% | +59.0% | -88.8% | -41.4% |
| All | +203.8% | +192.5% | +11.3% | +122.1% |
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 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