+17.3%
NOC vs DOC
+43.5%
-26.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.7% | -4.8% |
| 7D | -5.0% | +8.7% | -13.7% | -5.6% |
| 30D | +10.3% | +7.6% | +2.7% | +9.7% |
| 3M | -4.3% | -5.3% | +0.9% | -4.1% |
| 6M | -6.5% | +27.6% | -34.1% | -8.7% |
| YTD | -6.7% | +32.4% | -39.1% | -9.4% |
| 1Y | -7.5% | +22.9% | -30.3% | -9.4% |
| All | +17.3% | +43.5% | -26.3% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling