-10.8%
DOW vs NOC
+114.9%
-125.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.2% |
| 7D | -2.4% | -5.2% | +2.8% | -0.6% |
| 30D | +0.4% | -7.2% | +7.6% | +2.8% |
| 3M | -14.4% | -5.1% | -9.3% | -13.2% |
| 6M | -7.0% | -31.1% | +24.1% | +5.3% |
| YTD | +30.2% | -8.6% | +38.8% | +31.9% |
| 1Y | +29.2% | -9.7% | +38.9% | +31.4% |
| 3Y | -36.7% | +24.3% | -61.0% | -45.1% |
| 5Y | -37.7% | +52.6% | -90.3% | -55.4% |
| All | -10.8% | +114.9% | -125.7% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling