+1,460.6%
NOC vs DG
+614.5%
+846.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.2% |
| 3M | -3.8% | +10.4% | -14.2% | -5.8% |
| 6M | +0.6% | +33.2% | -32.5% | -5.1% |
| YTD | -2.3% | +3.0% | -5.3% | -3.9% |
| 1Y | +0.3% | +31.2% | -31.0% | -6.1% |
| 3Y | +24.6% | +21.8% | +2.8% | +13.5% |
| 5Y | +66.0% | -35.0% | +101.0% | +72.7% |
| 10Y | +161.2% | +106.0% | +55.1% | +104.6% |
| All | +1,460.6% | +614.5% | +846.0% | +762.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling