+15,768.5%
NOC vs D
+2,347.4%
+13,421.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.0% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | -7.2% | -3.6% | -3.6% | -6.0% |
| 3M | -5.1% | -1.0% | -4.1% | -4.8% |
| 6M | -31.1% | +6.3% | -37.4% | -32.8% |
| YTD | -8.6% | +14.7% | -23.3% | -13.4% |
| 1Y | -9.7% | +16.9% | -26.7% | -15.3% |
| 3Y | +24.3% | +56.8% | -32.5% | +2.6% |
| 5Y | +52.6% | +5.2% | +47.4% | +45.2% |
| 10Y | +183.6% | +35.9% | +147.7% | +140.3% |
| All | +15,768.5% | +2,347.4% | +13,421.1% | +4,919.1% |
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 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