+2,512.2%
NOC vs DGX
+8,794.8%
-6,282.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | -2.2% | +0.6% | -1.2% |
| 30D | -10.4% | -0.9% | -9.5% | -10.3% |
| 3M | -5.6% | +15.6% | -21.2% | -8.1% |
| 6M | -30.4% | +17.8% | -48.2% | -32.5% |
| YTD | -8.5% | +37.5% | -45.9% | -13.8% |
| 1Y | -8.3% | +31.2% | -39.5% | -13.0% |
| 3Y | +28.2% | +96.6% | -68.4% | +12.5% |
| 5Y | +56.7% | +64.9% | -8.2% | +40.7% |
| 10Y | +189.3% | +254.6% | -65.2% | +123.2% |
| All | +2,512.2% | +8,794.8% | -6,282.6% | +1,489.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling