+65.6%
NOC vs DOV
+29.5%
+36.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +4.5% | +3.4% | +1.1% | +4.1% |
| 30D | +14.1% | +8.8% | +5.2% | +12.7% |
| 3M | -4.5% | +0.9% | -5.4% | -4.7% |
| 6M | -0.8% | -2.8% | +2.1% | -0.7% |
| YTD | -2.5% | +8.1% | -10.6% | -4.2% |
| 1Y | -0.1% | +15.2% | -15.3% | -2.8% |
| 3Y | +24.6% | +64.5% | -39.9% | +12.3% |
| 5Y | +65.6% | +28.9% | +36.7% | +50.6% |
| All | +65.6% | +29.5% | +36.1% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling