+60.1%
DOCN vs NOC
+53.6%
+6.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +2.7% |
| 7D | +1.1% | -5.2% | +6.3% | +0.9% |
| 30D | -9.6% | -7.2% | -2.4% | -9.9% |
| 3M | -37.7% | -5.1% | -32.6% | -37.7% |
| 6M | +115.2% | -31.1% | +146.3% | +116.7% |
| YTD | +133.7% | -8.6% | +142.3% | +134.2% |
| 1Y | +250.2% | -9.7% | +259.9% | +250.6% |
| 3Y | +320.3% | +24.3% | +296.0% | +313.4% |
| All | +60.1% | +53.6% | +6.4% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling