+15,768.5%
NOC vs DINO
+19,474.2%
-3,705.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -5.2% | +5.7% | -10.9% | -5.9% |
| 30D | -7.2% | +27.8% | -35.0% | -10.2% |
| 3M | -5.1% | +45.6% | -50.7% | -10.0% |
| 6M | -31.1% | +88.5% | -119.5% | -37.1% |
| YTD | -8.6% | +134.1% | -142.7% | -19.2% |
| 1Y | -9.7% | +111.1% | -120.8% | -19.2% |
| 3Y | +24.3% | +109.1% | -84.8% | +9.6% |
| 5Y | +52.6% | +307.2% | -254.5% | +20.1% |
| 10Y | +183.6% | +495.9% | -312.3% | +97.5% |
| All | +15,768.5% | +19,474.2% | -3,705.8% | +6,854.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling