+8.3%
DIS vs NOC
-7.1%
+15.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +4.6% |
| 7D | +9.1% | -5.0% | +14.0% | +9.6% |
| 30D | +14.8% | +10.3% | +4.5% | +13.2% |
| 3M | +21.2% | -4.3% | +25.5% | +21.4% |
| 6M | +18.3% | -6.5% | +24.8% | +18.5% |
| YTD | +5.4% | -6.7% | +12.1% | +5.3% |
| 1Y | +8.3% | -7.5% | +15.7% | +7.1% |
| All | +8.3% | -7.1% | +15.3% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling