-9.7%
NOC vs DKS
-32.3%
+22.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -5.2% | +3.0% | -8.2% | -5.3% |
| 30D | -7.2% | -30.5% | +23.3% | -5.7% |
| 3M | -5.1% | -35.7% | +30.6% | -3.3% |
| 6M | -31.1% | -29.7% | -1.4% | -29.7% |
| YTD | -8.6% | -28.9% | +20.3% | -6.8% |
| 1Y | -9.7% | -35.9% | +26.1% | -7.5% |
| All | -9.7% | -32.3% | +22.6% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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