+161.4%
NOC vs DAR
+290.1%
-128.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.6% | -0.3% |
| 7D | +4.9% | +3.6% | +1.3% | +4.3% |
| 30D | +13.6% | -11.3% | +24.9% | +15.4% |
| 3M | -3.9% | -13.1% | +9.3% | -2.2% |
| 6M | +1.4% | -15.1% | +16.5% | +3.3% |
| YTD | -2.2% | +50.5% | -52.7% | -8.6% |
| 1Y | -1.2% | +57.9% | -59.1% | -8.4% |
| 3Y | +25.0% | +28.9% | -3.9% | +16.2% |
| 5Y | +66.0% | -31.4% | +97.5% | +68.3% |
| 10Y | +161.4% | +301.0% | -139.6% | +75.6% |
| All | +161.4% | +290.1% | -128.7% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling