+27.5%
NOC vs DINO
+98.1%
-70.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | +2.0% | -3.5% | -1.6% |
| 30D | -10.4% | +27.7% | -38.1% | -11.1% |
| 3M | -5.6% | +56.3% | -61.9% | -7.2% |
| 6M | -30.4% | +107.6% | -137.9% | -32.7% |
| YTD | -8.5% | +140.2% | -148.7% | -12.7% |
| 1Y | -8.3% | +113.0% | -121.3% | -12.0% |
| All | +27.5% | +98.1% | -70.6% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling