-41.1%
DIS vs NOC
+53.6%
-94.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.5% |
| 7D | -2.6% | -5.2% | +2.6% | -2.2% |
| 30D | +3.5% | -7.2% | +10.7% | +4.1% |
| 3M | +6.8% | -5.1% | +11.9% | +7.2% |
| 6M | +3.0% | -31.1% | +34.1% | +5.7% |
| YTD | -6.7% | -8.6% | +1.9% | -6.3% |
| 1Y | -10.1% | -9.7% | -0.4% | -9.6% |
| 3Y | +33.0% | +24.3% | +8.8% | +28.7% |
| All | -41.1% | +53.6% | -94.7% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling