+162.8%
NOC vs DOC
+20.3%
+142.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | -0.3% | +4.3% | -4.7% | -1.3% |
| 30D | +14.1% | +9.2% | +5.0% | +11.8% |
| 3M | -4.6% | -0.8% | -3.8% | -4.6% |
| 6M | +0.7% | +7.1% | -6.4% | -1.2% |
| YTD | -2.6% | +34.0% | -36.6% | -10.1% |
| 1Y | -1.0% | +23.2% | -24.2% | -6.7% |
| 3Y | +24.5% | +53.6% | -29.1% | +8.8% |
| 5Y | +64.3% | -20.4% | +84.8% | +69.8% |
| 10Y | +162.8% | +23.4% | +139.4% | +145.4% |
| All | +162.8% | +20.3% | +142.5% | +145.4% |
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