+1,110.0%
DIA vs NOC
+1,779.4%
-669.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -1.6% | +4.9% | -6.5% | -3.1% |
| 30D | +1.3% | +13.6% | -12.3% | -3.0% |
| 3M | -2.1% | -3.9% | +1.8% | -1.2% |
| 6M | +6.2% | +1.4% | +4.8% | +5.0% |
| YTD | +10.3% | -2.2% | +12.5% | +9.4% |
| 1Y | +11.0% | -1.2% | +12.2% | +9.6% |
| 3Y | +60.4% | +25.0% | +35.3% | +43.4% |
| 5Y | +59.1% | +66.0% | -6.9% | +25.3% |
| 10Y | +237.1% | +161.4% | +75.6% | +121.4% |
| All | +1,110.0% | +1,779.4% | -669.5% | +286.0% |
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