+3,595.6%
DLR vs NOC
+1,627.9%
+1,967.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.3% |
| 7D | +1.6% | -5.2% | +6.8% | +3.6% |
| 30D | -3.4% | -7.2% | +3.8% | -0.8% |
| 3M | +0.5% | -5.1% | +5.6% | +2.0% |
| 6M | +4.6% | -31.1% | +35.6% | +19.3% |
| YTD | +23.4% | -8.6% | +32.0% | +25.7% |
| 1Y | +19.0% | -9.7% | +28.8% | +21.6% |
| 3Y | +56.5% | +24.3% | +32.2% | +36.0% |
| 5Y | +33.3% | +52.6% | -19.3% | +1.6% |
| 10Y | +165.1% | +183.6% | -18.5% | +39.4% |
| All | +3,595.6% | +1,627.9% | +1,967.7% | +600.4% |
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 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