+6,652.2%
NOC vs DECK
+8,125.5%
-1,473.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.0% | -10.5% | -4.9% |
| 7D | -5.0% | +10.4% | -15.3% | -5.5% |
| 30D | +10.3% | +11.1% | -0.8% | +9.6% |
| 3M | -4.3% | -10.8% | +6.5% | -3.8% |
| 6M | -6.5% | -8.7% | +2.2% | -6.2% |
| YTD | -6.7% | -14.0% | +7.3% | -6.3% |
| 1Y | -7.5% | +12.0% | -19.5% | -8.5% |
| 3Y | +17.4% | -10.5% | +27.8% | +15.7% |
| 5Y | +59.7% | +28.5% | +31.3% | +52.6% |
| 10Y | +173.9% | +923.3% | -749.4% | +127.3% |
| All | +6,652.2% | +8,125.5% | -1,473.4% | +4,684.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling