+117.6%
DT vs NOC
+67.9%
+49.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.3% |
| 7D | -3.3% | -5.2% | +1.9% | -2.6% |
| 30D | +2.0% | -7.2% | +9.2% | +3.0% |
| 3M | +20.0% | -5.1% | +25.1% | +20.7% |
| 6M | +39.3% | -31.1% | +70.4% | +46.1% |
| YTD | +19.8% | -8.6% | +28.3% | +20.1% |
| 1Y | +4.3% | -9.7% | +14.0% | +4.7% |
| 3Y | +7.7% | +24.3% | -16.6% | +0.9% |
| 5Y | -26.8% | +52.6% | -79.5% | -36.5% |
| All | +117.6% | +67.9% | +49.7% | +79.9% |
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