+60.0%
DLR vs NOC
+26.5%
+33.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +3.4% | -2.7% | +6.1% | +3.5% |
| 30D | -2.2% | -8.9% | +6.6% | -1.8% |
| 3M | +4.7% | -3.7% | +8.4% | +5.0% |
| 6M | +9.0% | -30.8% | +39.8% | +10.5% |
| YTD | +24.1% | -7.9% | +32.1% | +24.7% |
| 1Y | +20.9% | -9.4% | +30.4% | +21.5% |
| 3Y | +60.0% | +29.0% | +31.1% | +60.2% |
| All | +60.0% | +26.5% | +33.5% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling