+189.8%
NOC vs DGX
+255.3%
-65.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | +0.8% | -0.9% | +1.7% | +1.0% |
| 30D | -9.7% | -1.2% | -8.5% | -9.5% |
| 3M | -5.6% | +15.8% | -21.4% | -8.8% |
| 6M | -28.6% | +18.2% | -46.8% | -31.4% |
| YTD | -7.9% | +37.2% | -45.1% | -14.7% |
| 1Y | -9.5% | +30.4% | -39.9% | -15.3% |
| 3Y | +28.4% | +96.7% | -68.3% | +7.8% |
| 5Y | +59.0% | +67.2% | -8.2% | +37.3% |
| All | +189.8% | +255.3% | -65.5% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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