-10.2%
DOW vs NOC
+116.5%
-126.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.6% |
| 7D | -2.4% | -1.8% | -0.6% | -1.8% |
| 30D | -4.1% | -9.4% | +5.4% | -0.9% |
| 3M | -12.4% | -3.8% | -8.6% | -11.6% |
| 6M | -10.6% | -28.8% | +18.1% | 0.0% |
| YTD | +31.1% | -7.9% | +39.0% | +32.5% |
| 1Y | +30.5% | -9.0% | +39.6% | +32.4% |
| 3Y | -34.4% | +29.1% | -63.5% | -44.0% |
| 5Y | -35.5% | +58.9% | -94.4% | -54.9% |
| All | -10.2% | +116.5% | -126.7% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling