+0.3%
NOC vs DRI
+34.4%
-34.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | +4.8% | +1.1% | +3.8% | +4.7% |
| 30D | +11.0% | +9.7% | +1.3% | +9.5% |
| 3M | -3.8% | +3.2% | -7.0% | -4.4% |
| 6M | +0.6% | +20.6% | -19.9% | -3.3% |
| YTD | -2.3% | +28.3% | -30.5% | -9.5% |
| 1Y | +0.3% | +34.5% | -34.3% | -9.2% |
| All | +0.3% | +34.4% | -34.2% | -9.2% |
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