+58.9%
NOC vs DKS
+12.8%
+46.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -1.8% | -4.7% | +3.0% | -1.7% |
| 30D | -9.4% | -35.1% | +25.6% | -9.0% |
| 3M | -3.8% | -37.7% | +33.9% | -3.3% |
| 6M | -28.8% | -30.7% | +2.0% | -28.4% |
| YTD | -7.9% | -31.9% | +24.0% | -7.4% |
| 1Y | -9.0% | -40.0% | +31.0% | -8.5% |
| 3Y | +29.1% | +28.4% | +0.7% | +27.2% |
| 5Y | +58.9% | +12.4% | +46.5% | +57.2% |
| All | +58.9% | +12.8% | +46.1% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling