+7.7%
DIS vs NOC
-3.0%
+10.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.6% | +1.8% |
| 7D | +5.3% | -2.9% | +8.2% | +5.6% |
| 30D | +10.2% | +12.1% | -1.9% | +8.5% |
| 3M | +13.5% | -5.3% | +18.8% | +13.9% |
| 6M | +11.1% | -1.0% | +12.1% | +10.7% |
| YTD | +5.5% | -4.3% | +9.8% | +5.0% |
| All | +7.7% | -3.0% | +10.7% | +7.0% |
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 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