+189.8%
NOC vs DOV
+296.6%
-106.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.3% |
| 7D | -1.8% | -1.9% | +0.2% | -1.2% |
| 30D | -9.4% | -9.9% | +0.4% | -6.6% |
| 3M | -3.8% | -12.1% | +8.3% | -0.5% |
| 6M | -28.8% | -10.4% | -18.3% | -27.0% |
| YTD | -7.9% | -3.3% | -4.6% | -8.0% |
| 1Y | -9.0% | +7.8% | -16.8% | -12.5% |
| 3Y | +29.1% | +36.3% | -7.3% | +11.3% |
| 5Y | +58.9% | +14.8% | +44.1% | +43.1% |
| All | +189.8% | +296.6% | -106.8% | +68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling