-9.5%
NOC vs DRI
+2.4%
-11.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +0.8% | -3.2% | +4.0% | +1.2% |
| 30D | -9.7% | -7.8% | -1.9% | -8.7% |
| 3M | -5.6% | +0.4% | -6.0% | -6.0% |
| 6M | -28.6% | +4.8% | -33.4% | -29.3% |
| YTD | -7.9% | +16.7% | -24.6% | -10.7% |
| 1Y | -9.5% | +1.5% | -11.0% | -12.3% |
| All | -9.5% | +2.4% | -11.9% | -12.3% |
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