+56.1%
NOC vs DAR
-8.5%
+64.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.4% |
| 7D | -2.7% | -0.9% | -1.8% | -2.6% |
| 30D | -8.9% | +13.0% | -21.8% | -9.9% |
| 3M | -3.7% | +15.0% | -18.7% | -5.0% |
| 6M | -30.8% | +26.8% | -57.6% | -32.5% |
| YTD | -7.9% | +86.4% | -94.4% | -13.3% |
| 1Y | -9.4% | +115.1% | -124.5% | -16.0% |
| 3Y | +29.0% | +14.6% | +14.3% | +25.9% |
| 5Y | +56.1% | -8.8% | +64.8% | +50.9% |
| All | +56.1% | -8.5% | +64.6% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling