+56.3%
NOC vs DECK
+25.8%
+30.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -6.6% | +6.0% | -12.6% | -6.6% |
| 30D | +8.7% | +7.4% | +1.3% | +8.7% |
| 3M | -5.4% | -11.7% | +6.3% | -5.3% |
| 6M | -5.1% | -11.0% | +5.8% | -5.1% |
| YTD | -6.8% | -15.4% | +8.6% | -6.7% |
| 1Y | -6.4% | +7.2% | -13.7% | -6.2% |
| 3Y | +17.3% | -11.8% | +29.2% | +16.7% |
| 5Y | +56.3% | +24.3% | +32.0% | +57.4% |
| All | +56.3% | +25.8% | +30.6% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling