+56.1%
NOC vs DRI
+70.3%
-14.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | -2.7% | -1.2% | -1.5% | -2.6% |
| 30D | -8.9% | -0.4% | -8.5% | -8.9% |
| 3M | -3.7% | +9.5% | -13.2% | -4.6% |
| 6M | -30.8% | +6.5% | -37.3% | -31.3% |
| YTD | -7.9% | +18.4% | -26.4% | -9.6% |
| 1Y | -9.4% | +4.2% | -13.6% | -10.2% |
| 3Y | +29.0% | +57.1% | -28.1% | +23.1% |
| 5Y | +56.1% | +70.4% | -14.4% | +49.5% |
| All | +56.1% | +70.3% | -14.3% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling