+181.6%
NOC vs DECK
+718.3%
-536.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.6% |
| 7D | -5.2% | -2.2% | -3.0% | -5.0% |
| 30D | -7.2% | -13.6% | +6.4% | -6.4% |
| 3M | -5.1% | -21.2% | +16.1% | -3.8% |
| 6M | -31.1% | -21.1% | -10.0% | -30.2% |
| YTD | -8.6% | -17.2% | +8.6% | -7.8% |
| 1Y | -9.7% | -30.7% | +21.0% | -8.1% |
| 3Y | +24.3% | -3.4% | +27.6% | +19.7% |
| 5Y | +52.6% | +25.5% | +27.1% | +42.2% |
| All | +181.6% | +718.3% | -536.7% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling