+16,877.1%
NOC vs D
+2,429.9%
+14,447.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +4.9% | -2.4% | +7.3% | +5.8% |
| 30D | +13.6% | +9.0% | +4.6% | +9.9% |
| 3M | -3.9% | +1.0% | -4.8% | -4.4% |
| 6M | +1.4% | +11.0% | -9.6% | -2.8% |
| YTD | -2.2% | +19.8% | -22.0% | -9.0% |
| 1Y | -1.2% | +16.0% | -17.2% | -7.0% |
| 3Y | +25.0% | +74.4% | -49.3% | -0.5% |
| 5Y | +66.0% | +13.5% | +52.5% | +53.4% |
| 10Y | +161.4% | +48.4% | +113.1% | +114.5% |
| All | +16,877.1% | +2,429.9% | +14,447.2% | +5,194.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling