+6,518.9%
NOC vs DECK
+7,820.9%
-1,302.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.6% |
| 7D | -5.2% | -2.2% | -3.0% | -5.1% |
| 30D | -7.2% | -13.6% | +6.4% | -6.5% |
| 3M | -5.1% | -21.2% | +16.1% | -3.9% |
| 6M | -31.1% | -21.1% | -10.0% | -30.3% |
| YTD | -8.6% | -17.2% | +8.6% | -7.9% |
| 1Y | -9.7% | -30.7% | +21.0% | -8.3% |
| 3Y | +24.3% | -3.4% | +27.6% | +21.9% |
| 5Y | +52.6% | +25.5% | +27.1% | +45.9% |
| 10Y | +183.6% | +714.7% | -531.1% | +138.4% |
| All | +6,518.9% | +7,820.9% | -1,302.0% | +4,603.5% |
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