-36.0%
DOW vs NOC
+56.3%
-92.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -6.0% | -1.6% | -4.4% | -5.8% |
| 30D | -2.7% | -10.4% | +7.6% | -1.6% |
| 3M | -10.5% | -5.6% | -4.9% | -10.0% |
| 6M | -12.4% | -30.4% | +18.0% | -8.6% |
| YTD | +30.0% | -8.5% | +38.5% | +30.4% |
| 1Y | +27.8% | -8.3% | +36.1% | +28.2% |
| 3Y | -34.9% | +28.2% | -63.2% | -37.6% |
| All | -36.0% | +56.3% | -92.3% | -43.6% |
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