-9.5%
NOC vs DINO
+116.3%
-125.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.8% | +2.3% | -1.5% | +0.8% |
| 30D | -9.7% | +22.6% | -32.3% | -9.8% |
| 3M | -5.6% | +55.2% | -60.9% | -6.3% |
| 6M | -28.6% | +93.8% | -122.3% | -30.1% |
| YTD | -7.9% | +139.5% | -147.4% | -14.2% |
| 1Y | -9.5% | +115.3% | -124.8% | -14.8% |
| All | -9.5% | +116.3% | -125.8% | -14.8% |
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