-31.1%
DOCN vs NOC
+57.8%
-88.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | 0.0% | -15.8% | -15.9% |
| 7D | -29.3% | -6.6% | -22.7% | -29.6% |
| 30D | -46.0% | +8.7% | -54.8% | -45.7% |
| 3M | -43.2% | -5.4% | -37.8% | -43.1% |
| 6M | -53.7% | -5.1% | -48.6% | -53.6% |
| YTD | +46.9% | -6.8% | +53.7% | +47.8% |
| 1Y | +54.3% | -6.4% | +60.8% | +55.3% |
| 3Y | +185.5% | +17.3% | +168.2% | +182.8% |
| 5Y | -31.1% | +56.3% | -87.4% | -24.7% |
| All | -31.1% | +57.8% | -88.9% | -24.7% |
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 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