+186.3%
NOC vs D
+35.9%
+150.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -2.7% | +0.8% | -3.5% | -3.0% |
| 30D | -8.9% | -0.7% | -8.1% | -8.6% |
| 3M | -3.7% | +2.1% | -5.8% | -4.5% |
| 6M | -30.8% | +6.8% | -37.6% | -32.7% |
| YTD | -7.9% | +16.5% | -24.5% | -13.6% |
| 1Y | -9.4% | +19.2% | -28.6% | -15.9% |
| 3Y | +29.0% | +61.9% | -32.9% | +3.7% |
| 5Y | +56.1% | +6.5% | +49.5% | +49.3% |
| 10Y | +186.3% | +35.3% | +151.0% | +165.3% |
| All | +186.3% | +35.9% | +150.4% | +165.3% |
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