-9.7%
NOC vs DINO
+111.1%
-120.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -5.2% | +5.7% | -10.9% | -5.2% |
| 30D | -7.2% | +27.8% | -35.0% | -7.1% |
| 3M | -5.1% | +45.6% | -50.7% | -5.4% |
| 6M | -31.1% | +88.5% | -119.5% | -32.2% |
| YTD | -8.6% | +134.1% | -142.7% | -13.8% |
| 1Y | -9.7% | +111.1% | -120.8% | -14.2% |
| All | -9.7% | +111.1% | -120.8% | -14.2% |
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