+36.3%
DIS vs NOC
+158.6%
-122.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | +4.4% | -0.3% | +4.7% | +4.4% |
| 30D | +10.3% | +14.1% | -3.8% | +6.8% |
| 3M | +15.5% | -4.6% | +20.2% | +16.5% |
| 6M | +11.2% | +0.7% | +10.5% | +10.5% |
| YTD | +5.6% | -2.6% | +8.2% | +5.1% |
| 1Y | +7.7% | -1.0% | +8.7% | +6.7% |
| 3Y | +39.3% | +24.5% | +14.8% | +27.3% |
| 5Y | -29.5% | +64.3% | -93.8% | -43.4% |
| 10Y | +36.3% | +162.8% | -126.5% | -2.4% |
| All | +36.3% | +158.6% | -122.4% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling