+4,650.7%
NOC vs DRI
+8,100.2%
-3,449.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.4% |
| 7D | -2.9% | +3.1% | -6.0% | -3.5% |
| 30D | +12.1% | +16.2% | -4.1% | +9.2% |
| 3M | -5.3% | +8.4% | -13.6% | -6.8% |
| 6M | -1.0% | +19.0% | -20.0% | -4.3% |
| YTD | -4.3% | +28.8% | -33.1% | -8.9% |
| 1Y | -3.6% | +33.1% | -36.8% | -8.8% |
| 3Y | +22.9% | +70.8% | -47.9% | +10.1% |
| 5Y | +60.4% | +74.2% | -13.9% | +41.3% |
| 10Y | +161.3% | +345.5% | -184.3% | +81.7% |
| All | +4,650.7% | +8,100.2% | -3,449.5% | +1,939.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling