+15,879.4%
NOC vs DOV
+6,035.5%
+9,843.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -2.7% | +2.5% | -5.2% | -3.4% |
| 30D | -8.9% | -7.5% | -1.3% | -6.8% |
| 3M | -3.7% | -9.7% | +6.0% | -1.2% |
| 6M | -30.8% | -6.1% | -24.7% | -30.0% |
| YTD | -7.9% | +0.5% | -8.4% | -8.9% |
| 1Y | -9.4% | +10.5% | -20.0% | -13.0% |
| 3Y | +29.0% | +41.7% | -12.7% | +12.6% |
| 5Y | +56.1% | +18.4% | +37.6% | +41.2% |
| 10Y | +186.3% | +289.8% | -103.5% | +76.7% |
| All | +15,879.4% | +6,035.5% | +9,843.9% | +5,397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling