+83.0%
NOC vs DBX
+15.6%
+67.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +4.8% | -3.3% | +8.1% | +5.1% |
| 30D | +11.0% | -5.9% | +16.9% | +11.5% |
| 3M | -3.8% | -6.7% | +2.9% | -3.4% |
| 6M | +0.6% | +28.0% | -27.3% | -1.7% |
| YTD | -2.3% | +20.6% | -22.9% | -4.3% |
| 1Y | +0.3% | +10.3% | -10.0% | -1.1% |
| 3Y | +24.6% | +24.0% | +0.6% | +19.9% |
| 5Y | +66.0% | +24.2% | +41.8% | +57.8% |
| All | +83.0% | +15.6% | +67.4% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling