-24.3%
DOCN vs NOC
+65.2%
-89.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.3% |
| 7D | +27.4% | +4.5% | +22.9% | +27.7% |
| 30D | -29.7% | +14.1% | -43.8% | -29.1% |
| 3M | -32.5% | -4.5% | -28.0% | -32.3% |
| 6M | -42.2% | -0.8% | -41.4% | -41.8% |
| YTD | +87.2% | -2.5% | +89.7% | +88.8% |
| 1Y | +86.2% | -0.1% | +86.3% | +87.8% |
| 3Y | +257.4% | +24.6% | +232.8% | +254.6% |
| All | -24.3% | +65.2% | -89.5% | -17.1% |
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