+189.8%
NOC vs DKS
+203.5%
-13.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +0.8% | -3.0% | +3.7% | +1.0% |
| 30D | -9.7% | -33.4% | +23.7% | -7.6% |
| 3M | -5.6% | -39.4% | +33.7% | -2.9% |
| 6M | -28.6% | -30.1% | +1.5% | -27.3% |
| YTD | -7.9% | -31.0% | +23.1% | -6.2% |
| 1Y | -9.5% | -40.2% | +30.6% | -7.1% |
| 3Y | +28.4% | +30.9% | -2.6% | +21.6% |
| 5Y | +59.0% | +14.0% | +44.9% | +49.6% |
| All | +189.8% | +203.5% | -13.6% | +138.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling