+30.5%
DOW vs NOC
-7.7%
+38.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.7% |
| 7D | -2.4% | -1.8% | -0.6% | -2.1% |
| 30D | -4.1% | -9.4% | +5.4% | -2.9% |
| 3M | -12.4% | -3.8% | -8.6% | -12.3% |
| 6M | -10.6% | -28.8% | +18.1% | -4.1% |
| YTD | +31.1% | -7.9% | +39.0% | +22.3% |
| 1Y | +30.5% | -9.0% | +39.6% | +24.1% |
| All | +30.5% | -7.7% | +38.2% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling