+42.1%
DLR vs NOC
+55.2%
-13.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +2.9% | -1.6% | +4.5% | +3.0% |
| 30D | -1.2% | -10.4% | +9.2% | -0.2% |
| 3M | +2.9% | -5.6% | +8.5% | +3.5% |
| 6M | +6.7% | -30.4% | +37.1% | +10.3% |
| YTD | +23.9% | -8.5% | +32.3% | +24.6% |
| 1Y | +18.6% | -8.3% | +27.0% | +19.3% |
| 3Y | +59.7% | +28.2% | +31.5% | +53.5% |
| 5Y | +42.1% | +56.7% | -14.7% | +35.6% |
| All | +42.1% | +55.2% | -13.1% | +35.6% |
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