+4,755.5%
NOC vs DRI
+8,070.6%
-3,315.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +4.9% | -0.7% | +5.6% | +5.0% |
| 30D | +13.6% | +14.7% | -1.1% | +10.9% |
| 3M | -3.9% | +5.4% | -9.3% | -4.9% |
| 6M | +1.4% | +18.8% | -17.4% | -1.9% |
| YTD | -2.2% | +28.4% | -30.6% | -6.8% |
| 1Y | -1.2% | +37.7% | -38.9% | -7.0% |
| 3Y | +25.0% | +68.0% | -42.9% | +12.3% |
| 5Y | +66.0% | +78.8% | -12.8% | +45.6% |
| 10Y | +161.4% | +334.2% | -172.7% | +82.7% |
| All | +4,755.5% | +8,070.6% | -3,315.1% | +1,985.5% |
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 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