+24.6%
NOC vs DINO
+115.3%
-90.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.8% | +5.7% | -0.8% | +4.7% |
| 30D | +11.0% | -19.6% | +30.6% | +11.6% |
| 3M | -3.8% | +11.8% | -15.6% | -3.8% |
| 6M | +0.6% | +49.0% | -48.3% | -0.1% |
| YTD | -2.3% | +128.1% | -130.4% | -5.0% |
| 1Y | +0.3% | +96.3% | -96.0% | -2.1% |
| 3Y | +24.6% | +113.8% | -89.2% | +21.0% |
| All | +24.6% | +115.3% | -90.6% | +21.0% |
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