+60.1%
DIA vs NOC
+24.8%
+35.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -1.6% | +4.9% | -6.5% | -2.0% |
| 30D | +1.3% | +13.6% | -12.3% | +0.2% |
| 3M | -2.1% | -3.9% | +1.8% | -1.9% |
| 6M | +6.2% | +1.4% | +4.8% | +6.0% |
| YTD | +10.3% | -2.2% | +12.5% | +9.8% |
| 1Y | +11.0% | -1.2% | +12.2% | +10.4% |
| All | +60.1% | +24.8% | +35.3% | +53.1% |
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