+2,545.7%
DUK vs NOC
+16,477.4%
-13,931.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -0.1% | -1.6% | +1.5% | +0.2% |
| 30D | +0.2% | -10.4% | +10.6% | +2.6% |
| 3M | -1.9% | -5.6% | +3.7% | -0.9% |
| 6M | -6.5% | -30.4% | +23.9% | +0.7% |
| YTD | +5.4% | -8.5% | +13.9% | +6.8% |
| 1Y | +3.6% | -8.3% | +11.9% | +4.7% |
| 3Y | +48.1% | +28.2% | +19.9% | +37.9% |
| 5Y | +39.6% | +56.7% | -17.2% | +23.1% |
| 10Y | +131.8% | +189.3% | -57.5% | +78.8% |
| All | +2,545.7% | +16,477.4% | -13,931.6% | +1,062.4% |
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