-5.1%
NOC vs D
+0.4%
-5.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | -5.2% | +0.4% | -5.6% | -5.2% |
| 30D | -7.2% | -3.6% | -3.6% | -6.3% |
| 3M | -5.1% | -1.0% | -4.1% | -5.8% |
| All | -5.1% | +0.4% | -5.5% | -5.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling