+54,893.9%
DHR vs NOC
+16,458.4%
+38,435.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.9% |
| 7D | -3.9% | -5.2% | +1.3% | -2.5% |
| 30D | +4.0% | -7.2% | +11.2% | +5.9% |
| 3M | +11.5% | -5.1% | +16.6% | +12.8% |
| 6M | +1.9% | -31.1% | +32.9% | +12.0% |
| YTD | -8.9% | -8.6% | -0.3% | -7.5% |
| 1Y | +5.1% | -9.7% | +14.8% | +6.9% |
| 3Y | -10.3% | +24.3% | -34.6% | -17.6% |
| 5Y | -27.8% | +52.6% | -80.4% | -38.6% |
| 10Y | +203.6% | +183.6% | +20.0% | +111.4% |
| All | +54,893.9% | +16,458.4% | +38,435.5% | +17,117.5% |
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