+181.2%
DLR vs NOC
+160.0%
+21.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +3.3% | +4.8% | -1.5% | +2.2% |
| 30D | +4.6% | +11.0% | -6.5% | +2.0% |
| 3M | -8.3% | -3.8% | -4.5% | -7.7% |
| 6M | -5.6% | +0.6% | -6.3% | -6.2% |
| YTD | +18.7% | -2.3% | +21.0% | +18.1% |
| 1Y | +17.1% | +0.3% | +16.8% | +15.7% |
| 3Y | +54.4% | +24.6% | +29.7% | +41.6% |
| 5Y | +36.5% | +66.0% | -29.5% | +10.8% |
| All | +181.2% | +160.0% | +21.1% | +100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling