-7.5%
NOC vs DINO
+105.4%
-112.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.8% | +3.2% | -4.3% |
| 7D | -5.0% | -6.6% | +1.6% | -4.7% |
| 30D | +10.3% | -9.2% | +19.6% | +10.8% |
| 3M | -4.3% | +19.2% | -23.5% | -3.8% |
| 6M | -6.5% | +47.6% | -54.1% | -6.4% |
| YTD | -6.7% | +132.2% | -139.0% | -13.6% |
| 1Y | -7.5% | +102.0% | -109.5% | -14.5% |
| All | -7.5% | +105.4% | -112.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 1y: compounded portfolio wealth divided by compounded DINO 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…
1y analysis · Full analysis span regression · 6 months rolling