+16,860.8%
NOC vs DD
+1,141.0%
+15,719.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +4.8% | +5.0% | -0.1% | +3.7% |
| 30D | +11.0% | +19.7% | -8.6% | +6.5% |
| 3M | -3.8% | +7.2% | -11.0% | -5.5% |
| 6M | +0.6% | +1.0% | -0.4% | 0.0% |
| YTD | -2.3% | +29.1% | -31.4% | -8.8% |
| 1Y | +0.3% | +28.5% | -28.2% | -6.4% |
| 3Y | +24.6% | +89.4% | -64.8% | +3.8% |
| 5Y | +66.0% | +67.1% | -1.2% | +39.7% |
| 10Y | +161.2% | +97.5% | +63.6% | +99.9% |
| All | +16,860.8% | +1,141.0% | +15,719.8% | +8,560.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling