+56.7%
NOC vs DOV
+16.3%
+40.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | -10.4% | -8.6% | -1.7% | -9.3% |
| 3M | -5.6% | -13.1% | +7.5% | -4.0% |
| 6M | -30.4% | -8.8% | -21.6% | -29.8% |
| YTD | -8.5% | -1.2% | -7.2% | -8.9% |
| 1Y | -8.3% | +10.7% | -19.0% | -10.3% |
| 3Y | +28.2% | +39.3% | -11.1% | +19.2% |
| 5Y | +56.7% | +16.4% | +40.3% | +50.2% |
| All | +56.7% | +16.3% | +40.4% | +50.2% |
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