+71.2%
NOC vs DBX
+20.1%
+51.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.3% |
| 7D | -5.2% | -2.4% | -2.7% | -5.0% |
| 30D | -7.2% | -0.5% | -6.7% | -7.2% |
| 3M | -5.1% | +28.1% | -33.2% | -7.2% |
| 6M | -31.1% | +33.1% | -64.2% | -33.0% |
| YTD | -8.6% | +25.3% | -33.9% | -10.7% |
| 1Y | -9.7% | +18.3% | -28.1% | -11.4% |
| 3Y | +24.3% | +25.0% | -0.7% | +19.7% |
| 5Y | +52.6% | +7.5% | +45.1% | +47.8% |
| All | +71.2% | +20.1% | +51.1% | +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 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