-35.6%
DOCN vs NOC
+56.0%
-91.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.5% |
| 7D | -19.2% | -5.8% | -13.3% | -19.5% |
| 30D | -43.1% | +10.9% | -53.9% | -42.6% |
| 3M | -40.7% | -7.1% | -33.6% | -40.7% |
| 6M | -55.0% | -5.3% | -49.6% | -54.8% |
| YTD | +50.6% | -6.8% | +57.4% | +51.6% |
| 1Y | +54.0% | -6.7% | +60.7% | +54.9% |
| 3Y | +203.9% | +17.2% | +186.7% | +200.9% |
| All | -35.6% | +56.0% | -91.6% | -30.4% |
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