+5,320.5%
NOC vs DAR
+1,481.7%
+3,838.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.4% |
| 7D | +4.5% | +9.2% | -4.6% | +4.1% |
| 30D | +14.1% | -12.3% | +26.3% | +14.8% |
| 3M | -4.5% | -12.7% | +8.3% | -3.9% |
| 6M | -0.8% | -12.8% | +12.0% | -0.3% |
| YTD | -2.5% | +53.8% | -56.3% | -4.7% |
| 1Y | -0.1% | +60.3% | -60.4% | -2.5% |
| 3Y | +24.6% | +31.7% | -7.1% | +21.7% |
| 5Y | +65.6% | -27.7% | +93.3% | +65.4% |
| 10Y | +160.5% | +309.8% | -149.2% | +138.9% |
| All | +5,320.5% | +1,481.7% | +3,838.8% | +4,623.6% |
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 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