+58.9%
NOC vs DBX
+8.4%
+50.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.6% |
| 7D | -1.8% | -1.8% | +0.1% | -1.7% |
| 30D | -9.4% | +2.8% | -12.3% | -9.5% |
| 3M | -3.8% | +26.8% | -30.6% | -4.5% |
| 6M | -28.8% | +32.8% | -61.5% | -29.4% |
| YTD | -7.9% | +26.1% | -34.0% | -8.5% |
| 1Y | -9.0% | +14.1% | -23.2% | -9.4% |
| 3Y | +29.1% | +25.7% | +3.3% | +26.8% |
| 5Y | +58.9% | +11.2% | +47.8% | +50.3% |
| All | +58.9% | +8.4% | +50.5% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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