+55.6%
NOC vs D
+5.6%
+50.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -5.2% | +1.5% | -6.6% | -5.6% |
| 30D | -7.2% | -2.6% | -4.6% | -6.5% |
| 3M | -5.1% | 0.0% | -5.1% | -5.2% |
| 6M | -31.1% | +7.4% | -38.4% | -32.7% |
| YTD | -8.6% | +15.9% | -24.5% | -12.8% |
| 1Y | -9.7% | +18.1% | -27.8% | -14.5% |
| 3Y | +24.3% | +58.4% | -34.1% | +6.7% |
| All | +55.6% | +5.6% | +50.1% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling