+4.3%
DT vs NOC
-10.0%
+14.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.8% |
| 7D | -3.3% | -5.2% | +1.9% | -3.7% |
| 30D | +2.0% | -7.2% | +9.2% | +1.6% |
| 3M | +20.0% | -5.1% | +25.1% | +19.8% |
| 6M | +39.3% | -31.1% | +70.4% | +32.3% |
| YTD | +19.8% | -8.6% | +28.3% | +17.6% |
| 1Y | +4.3% | -9.7% | +14.0% | +7.0% |
| All | +4.3% | -10.0% | +14.3% | +7.0% |
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 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