+219.5%
DOCN vs NOC
+22.9%
+196.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.7% | +5.4% | +8.4% |
| 7D | -12.8% | -2.9% | -9.9% | -13.3% |
| 30D | -41.9% | +12.1% | -54.1% | -40.8% |
| 3M | -36.9% | -5.3% | -31.7% | -36.8% |
| 6M | -52.2% | -1.0% | -51.2% | -51.8% |
| YTD | +62.7% | -4.3% | +67.0% | +65.5% |
| 1Y | +58.2% | -3.6% | +61.9% | +61.0% |
| 3Y | +219.5% | +22.9% | +196.6% | +209.7% |
| All | +219.5% | +22.9% | +196.6% | +209.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling