+168.1%
NOC vs DOC
+14.9%
+153.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -6.6% | +6.2% | -12.8% | -7.9% |
| 30D | +8.7% | +6.5% | +2.3% | +7.1% |
| 3M | -5.4% | -6.2% | +0.9% | -4.2% |
| 6M | -5.1% | +25.6% | -30.7% | -10.7% |
| YTD | -6.8% | +32.1% | -38.8% | -13.5% |
| 1Y | -6.4% | +20.3% | -26.7% | -11.3% |
| 3Y | +17.3% | +42.7% | -25.4% | +4.6% |
| 5Y | +56.3% | -22.2% | +78.5% | +62.3% |
| All | +168.1% | +14.9% | +153.2% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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