+24.3%
NOC vs D
+73.0%
-48.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +4.5% | -3.1% | +7.6% | +5.4% |
| 30D | +14.1% | +8.4% | +5.7% | +11.4% |
| 3M | -4.5% | +0.2% | -4.7% | -4.7% |
| 6M | -0.8% | +9.5% | -10.2% | -3.5% |
| YTD | -2.5% | +18.8% | -21.3% | -7.3% |
| 1Y | -0.1% | +14.7% | -14.8% | -4.2% |
| All | +24.3% | +73.0% | -48.7% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling