+1,129.1%
DIA vs NOC
+1,656.7%
-527.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.3% |
| 7D | -0.2% | -5.2% | +5.0% | +1.5% |
| 30D | -1.5% | -7.2% | +5.7% | +0.7% |
| 3M | +3.8% | -5.1% | +8.9% | +5.1% |
| 6M | +10.3% | -31.1% | +41.3% | +23.4% |
| YTD | +12.1% | -8.6% | +20.7% | +13.9% |
| 1Y | +18.6% | -9.7% | +28.4% | +20.8% |
| 3Y | +60.6% | +24.3% | +36.4% | +43.5% |
| 5Y | +64.4% | +52.6% | +11.8% | +33.2% |
| 10Y | +250.1% | +183.6% | +66.5% | +124.0% |
| All | +1,129.1% | +1,656.7% | -527.6% | +301.9% |
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