+5,315.3%
NOC vs DAR
+1,373.4%
+3,941.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +1.9% |
| 7D | -0.3% | -3.8% | +3.5% | -0.1% |
| 30D | +14.1% | -14.4% | +28.5% | +14.9% |
| 3M | -4.6% | -17.9% | +13.3% | -3.8% |
| 6M | +0.7% | -18.3% | +19.0% | +1.6% |
| YTD | -2.6% | +43.2% | -45.9% | -4.5% |
| 1Y | -1.0% | +57.7% | -58.7% | -3.3% |
| 3Y | +24.5% | +22.7% | +1.8% | +22.0% |
| 5Y | +64.3% | -34.0% | +98.3% | +64.8% |
| 10Y | +162.8% | +279.5% | -116.7% | +141.9% |
| All | +5,315.3% | +1,373.4% | +3,941.9% | +4,635.5% |
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