+161.3%
NOC vs D
+42.1%
+119.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | -2.9% | +0.8% | -3.7% | -3.3% |
| 30D | +12.1% | +10.7% | +1.4% | +7.6% |
| 3M | -5.3% | +2.3% | -7.5% | -6.3% |
| 6M | -1.0% | +12.5% | -13.5% | -5.9% |
| YTD | -4.3% | +20.1% | -24.4% | -11.4% |
| 1Y | -3.6% | +15.6% | -19.2% | -9.6% |
| 3Y | +22.9% | +75.2% | -52.3% | -4.3% |
| 5Y | +60.4% | +14.6% | +45.8% | +48.7% |
| 10Y | +161.3% | +43.8% | +117.5% | +139.6% |
| All | +161.3% | +42.1% | +119.1% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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