+157.4%
NOC vs DAR
+311.7%
-154.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +4.8% | +11.6% | -6.7% | +3.2% |
| 30D | +11.0% | -10.2% | +21.3% | +12.7% |
| 3M | -3.8% | -14.8% | +11.0% | -1.8% |
| 6M | +0.6% | -10.1% | +10.7% | +1.7% |
| YTD | -2.3% | +55.5% | -57.8% | -9.1% |
| 1Y | +0.3% | +61.7% | -61.4% | -7.4% |
| 3Y | +24.6% | +37.2% | -12.6% | +14.7% |
| 5Y | +66.0% | -26.9% | +92.9% | +66.5% |
| All | +157.4% | +311.7% | -154.3% | +72.0% |
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