+6.2%
DT vs NOC
+26.5%
-20.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.1% |
| 7D | -4.9% | -2.7% | -2.2% | -4.9% |
| 30D | +2.7% | -8.9% | +11.6% | +2.7% |
| 3M | +20.0% | -3.7% | +23.6% | +20.1% |
| 6M | +28.0% | -30.8% | +58.8% | +27.8% |
| YTD | +16.0% | -7.9% | +24.0% | +15.3% |
| 1Y | +0.7% | -9.4% | +10.1% | +0.2% |
| 3Y | +6.2% | +29.0% | -22.8% | +3.0% |
| All | +6.2% | +26.5% | -20.4% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling