+4,983.4%
NOC vs DAR
+1,762.6%
+3,220.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.5% |
| 7D | -5.2% | +1.4% | -6.5% | -5.2% |
| 30D | -7.2% | +12.8% | -20.0% | -7.8% |
| 3M | -5.1% | +7.4% | -12.5% | -5.5% |
| 6M | -31.1% | +22.3% | -53.3% | -31.8% |
| YTD | -8.6% | +81.1% | -89.7% | -11.3% |
| 1Y | -9.7% | +106.5% | -116.2% | -13.0% |
| 3Y | +24.3% | +5.3% | +19.0% | +22.7% |
| 5Y | +52.6% | -11.5% | +64.2% | +50.9% |
| 10Y | +183.6% | +353.3% | -169.7% | +158.7% |
| All | +4,983.4% | +1,762.6% | +3,220.8% | +4,297.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling