+24.7%
NOC vs DD
+91.0%
-66.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +4.9% | +3.2% | +1.6% | +4.7% |
| 30D | +13.6% | +20.3% | -6.7% | +12.4% |
| 3M | -3.9% | +8.2% | -12.0% | -4.4% |
| 6M | +1.4% | +3.4% | -2.0% | +1.0% |
| YTD | -2.2% | +30.6% | -32.8% | -4.0% |
| 1Y | -1.2% | +30.6% | -31.8% | -3.1% |
| All | +24.7% | +91.0% | -66.3% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling