+53.9%
DOCN vs NOC
-1.3%
+55.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +2.0% |
| 7D | -12.1% | -0.3% | -11.8% | -12.5% |
| 30D | -41.0% | +14.1% | -55.1% | -38.3% |
| 3M | -38.7% | -4.6% | -34.1% | -38.2% |
| 6M | -51.5% | +0.7% | -52.2% | -50.1% |
| YTD | +65.3% | -2.6% | +67.9% | +68.5% |
| 1Y | +53.9% | -1.0% | +54.9% | +57.2% |
| All | +53.9% | -1.3% | +55.2% | +57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling