+3,455.1%
DLR vs NOC
+1,746.8%
+1,708.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +3.3% | +4.8% | -1.5% | +1.6% |
| 30D | +4.6% | +11.0% | -6.5% | +0.4% |
| 3M | -8.3% | -3.8% | -4.5% | -7.5% |
| 6M | -5.6% | +0.6% | -6.3% | -6.8% |
| YTD | +18.7% | -2.3% | +21.0% | +17.5% |
| 1Y | +17.1% | +0.3% | +16.8% | +14.7% |
| 3Y | +54.4% | +24.6% | +29.7% | +34.6% |
| 5Y | +36.5% | +66.0% | -29.5% | +0.7% |
| 10Y | +187.7% | +161.2% | +26.5% | +59.3% |
| All | +3,455.1% | +1,746.8% | +1,708.2% | +554.5% |
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 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