-7.5%
NOC vs DRI
+34.0%
-41.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.1% | -9.6% | -5.2% |
| 7D | -5.0% | +6.5% | -11.4% | -5.8% |
| 30D | +10.3% | +16.4% | -6.1% | +7.9% |
| 3M | -4.3% | +13.6% | -18.0% | -6.5% |
| 6M | -6.5% | +22.0% | -28.5% | -10.2% |
| YTD | -6.7% | +29.3% | -36.0% | -12.9% |
| 1Y | -7.5% | +32.0% | -39.5% | -14.4% |
| All | -7.5% | +34.0% | -41.5% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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