-7.5%
NOC vs DOV
+21.2%
-28.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.5% |
| 7D | -5.0% | +2.2% | -7.2% | -5.2% |
| 30D | +10.3% | +11.2% | -0.8% | +9.1% |
| 3M | -4.3% | +1.6% | -5.9% | -4.7% |
| 6M | -6.5% | -3.2% | -3.3% | -6.9% |
| YTD | -6.7% | +9.7% | -16.5% | -11.1% |
| 1Y | -7.5% | +20.5% | -28.0% | -12.5% |
| All | -7.5% | +21.2% | -28.7% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 1y: compounded portfolio wealth divided by compounded DOV 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…
1y analysis · Full analysis span regression · 6 months rolling