+168.1%
NOC vs DECK
+885.7%
-717.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -6.6% | +6.0% | -12.6% | -7.0% |
| 30D | +8.7% | +7.4% | +1.3% | +8.2% |
| 3M | -5.4% | -11.7% | +6.3% | -4.7% |
| 6M | -5.1% | -11.0% | +5.8% | -4.6% |
| YTD | -6.8% | -15.4% | +8.6% | -6.2% |
| 1Y | -6.4% | +7.2% | -13.7% | -7.3% |
| 3Y | +17.3% | -11.8% | +29.2% | +14.2% |
| 5Y | +56.3% | +24.3% | +32.0% | +46.3% |
| All | +168.1% | +885.7% | -717.6% | +106.7% |
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