+1,628.0%
DIS vs NOC
+16,780.9%
-15,152.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.2% | -5.8% | +11.1% | +6.8% |
| 30D | +11.5% | +10.9% | +0.6% | +8.2% |
| 3M | +11.5% | -7.1% | +18.6% | +13.4% |
| 6M | +8.9% | -5.3% | +14.2% | +9.8% |
| YTD | +3.4% | -6.8% | +10.2% | +4.2% |
| 1Y | +7.2% | -6.7% | +13.9% | +7.9% |
| 3Y | +43.3% | +17.2% | +26.1% | +32.9% |
| 5Y | -31.4% | +56.3% | -87.7% | -42.8% |
| 10Y | +37.1% | +173.7% | -136.7% | -4.6% |
| All | +1,628.0% | +16,780.9% | -15,152.9% | +411.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling