-9.2%
DIS vs NOC
-9.2%
0.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -1.1% | -2.7% | +1.6% | -0.8% |
| 30D | +0.1% | -8.9% | +9.0% | +1.2% |
| 3M | +7.1% | -3.7% | +10.7% | +7.4% |
| 6M | +4.3% | -30.8% | +35.1% | +7.0% |
| YTD | -6.9% | -7.9% | +1.0% | -6.9% |
| All | -9.2% | -9.2% | 0.0% | -10.4% |
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 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