+115.6%
DT vs NOC
+69.2%
+46.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.5% |
| 7D | -2.5% | -1.8% | -0.8% | -2.3% |
| 30D | +3.5% | -9.4% | +13.0% | +4.9% |
| 3M | +26.7% | -3.8% | +30.6% | +27.3% |
| 6M | +36.1% | -28.8% | +64.9% | +42.2% |
| YTD | +18.6% | -7.9% | +26.5% | +18.9% |
| 1Y | +7.9% | -9.0% | +16.9% | +8.3% |
| 3Y | +8.6% | +29.1% | -20.5% | +1.0% |
| 5Y | -26.7% | +58.9% | -85.6% | -37.0% |
| All | +115.6% | +69.2% | +46.4% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling