+15,768.5%
NOC vs DOC
+2,974.4%
+12,794.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.1% |
| 7D | -5.2% | -1.5% | -3.7% | -4.9% |
| 30D | -7.2% | -4.8% | -2.4% | -6.3% |
| 3M | -5.1% | +6.9% | -12.0% | -6.6% |
| 6M | -31.1% | +20.7% | -51.8% | -34.1% |
| YTD | -8.6% | +34.1% | -42.7% | -14.7% |
| 1Y | -9.7% | +22.6% | -32.4% | -14.4% |
| 3Y | +24.3% | +20.8% | +3.5% | +16.7% |
| 5Y | +52.6% | -24.9% | +77.5% | +57.0% |
| 10Y | +183.6% | -1.8% | +185.4% | +166.2% |
| All | +15,768.5% | +2,974.4% | +12,794.1% | +9,966.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling