+105.1%
DOCN vs NOC
+91.2%
+13.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.4% | +9.2% | +9.6% |
| 7D | +3.7% | +4.9% | -1.1% | +4.1% |
| 30D | -33.7% | +13.6% | -47.3% | -32.9% |
| 3M | -27.9% | -3.9% | -24.0% | -27.7% |
| 6M | -46.4% | +1.4% | -47.8% | -46.1% |
| YTD | +81.1% | -2.2% | +83.3% | +82.8% |
| 1Y | +74.3% | -1.2% | +75.5% | +76.0% |
| 3Y | +245.8% | +25.0% | +220.8% | +246.8% |
| 5Y | -23.7% | +66.0% | -89.8% | -18.0% |
| All | +105.1% | +91.2% | +13.8% | +160.8% |
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