+189.3%
NOC vs DRI
+348.4%
-159.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.4% |
| 7D | -1.6% | -4.8% | +3.2% | -0.9% |
| 30D | -10.4% | -3.9% | -6.5% | -10.0% |
| 3M | -5.6% | +5.1% | -10.7% | -6.4% |
| 6M | -30.4% | +5.5% | -35.9% | -31.0% |
| YTD | -8.5% | +16.5% | -24.9% | -10.6% |
| 1Y | -8.3% | +2.0% | -10.3% | -9.0% |
| 3Y | +28.2% | +54.5% | -26.3% | +19.5% |
| 5Y | +56.7% | +66.6% | -9.9% | +43.2% |
| 10Y | +189.3% | +353.6% | -164.3% | +134.5% |
| All | +189.3% | +348.4% | -159.1% | +134.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling