+19.0%
DLR vs NOC
-10.0%
+29.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.7% |
| 7D | +1.6% | -5.2% | +6.8% | +2.3% |
| 30D | -3.4% | -7.2% | +3.8% | -2.4% |
| 3M | +0.5% | -5.1% | +5.6% | +1.5% |
| 6M | +4.6% | -31.1% | +35.6% | +11.2% |
| YTD | +23.4% | -8.6% | +32.0% | +21.1% |
| 1Y | +19.0% | -9.7% | +28.8% | +16.5% |
| All | +19.0% | -10.0% | +29.1% | +16.5% |
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