+50.0%
DOW vs NOC
-0.7%
+50.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +5.2% | +4.8% | +0.4% | +4.5% |
| 30D | +13.2% | +11.0% | +2.1% | +11.9% |
| 3M | +10.1% | -3.8% | +13.9% | +9.9% |
| 6M | -13.1% | +0.6% | -13.7% | -13.7% |
| YTD | +46.1% | -2.3% | +48.4% | +36.1% |
| 1Y | +50.0% | +0.3% | +49.8% | +40.5% |
| All | +50.0% | -0.7% | +50.7% | +40.5% |
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