+0.1%
DOW vs NOC
+129.6%
-129.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +5.2% | +4.8% | +0.4% | +3.5% |
| 30D | +13.2% | +11.0% | +2.1% | +9.1% |
| 3M | +10.1% | -3.8% | +13.9% | +11.2% |
| 6M | -13.1% | +0.6% | -13.7% | -13.9% |
| YTD | +46.1% | -2.3% | +48.4% | +44.5% |
| 1Y | +50.0% | +0.3% | +49.8% | +46.8% |
| 3Y | -20.2% | +24.6% | -44.8% | -30.1% |
| 5Y | -27.7% | +66.0% | -93.7% | -49.7% |
| All | +0.1% | +129.6% | -129.6% | -41.9% |
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