+25.6%
NOC vs DRI
+60.6%
-35.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | -5.2% | +0.6% | -5.8% | -5.2% |
| 30D | -7.2% | +3.8% | -11.0% | -7.7% |
| 3M | -5.1% | +13.0% | -18.1% | -6.6% |
| 6M | -31.1% | +8.3% | -39.4% | -31.8% |
| YTD | -8.6% | +20.6% | -29.2% | -10.8% |
| 1Y | -9.7% | +6.5% | -16.2% | -10.9% |
| All | +25.6% | +60.6% | -35.0% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling