+189.3%
NOC vs DAR
+364.6%
-175.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -10.4% | +7.4% | -17.8% | -11.4% |
| 3M | -5.6% | +15.7% | -21.3% | -7.8% |
| 6M | -30.4% | +30.0% | -60.4% | -33.3% |
| YTD | -8.5% | +87.5% | -96.0% | -17.0% |
| 1Y | -8.3% | +113.4% | -121.7% | -18.7% |
| 3Y | +28.2% | +15.3% | +12.9% | +22.5% |
| 5Y | +56.7% | -4.3% | +61.0% | +50.1% |
| 10Y | +189.3% | +380.2% | -190.8% | +89.3% |
| All | +189.3% | +364.6% | -175.3% | +89.3% |
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