-27.4%
DOW vs NOC
+65.6%
-93.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +3.7% | +4.5% | -0.9% | +3.1% |
| 30D | +16.3% | +14.1% | +2.2% | +14.4% |
| 3M | +9.7% | -4.5% | +14.1% | +10.1% |
| 6M | -14.1% | -0.8% | -13.3% | -14.3% |
| YTD | +46.6% | -2.5% | +49.1% | +45.8% |
| 1Y | +56.8% | -0.1% | +56.9% | +55.4% |
| 3Y | -20.4% | +24.6% | -45.0% | -23.3% |
| 5Y | -27.4% | +65.6% | -93.0% | -37.7% |
| All | -27.4% | +65.6% | -93.0% | -37.7% |
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