-28.4%
DT vs NOC
+55.2%
-83.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -0.5% | -1.6% | +1.0% | -0.5% |
| 30D | +0.1% | -10.4% | +10.4% | +0.3% |
| 3M | +24.1% | -5.6% | +29.7% | +24.3% |
| 6M | +30.1% | -30.4% | +60.5% | +30.9% |
| YTD | +16.8% | -8.5% | +25.2% | +16.4% |
| 1Y | -0.1% | -8.3% | +8.2% | -0.4% |
| 3Y | +6.8% | +28.2% | -21.4% | +4.4% |
| 5Y | -28.4% | +56.7% | -85.1% | -27.1% |
| All | -28.4% | +55.2% | -83.5% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling