+157.4%
NOC vs DG
+105.2%
+52.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | +4.8% | +0.3% | +4.6% | +4.8% |
| 30D | +11.0% | +3.2% | +7.8% | +10.3% |
| 3M | -3.8% | +10.4% | -14.2% | -5.6% |
| 6M | +0.6% | +33.2% | -32.5% | -4.5% |
| YTD | -2.3% | +3.0% | -5.3% | -3.7% |
| 1Y | +0.3% | +31.2% | -31.0% | -5.5% |
| 3Y | +24.6% | +21.8% | +2.8% | +14.0% |
| 5Y | +66.0% | -35.0% | +101.0% | +76.6% |
| All | +157.4% | +105.2% | +52.2% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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