+189.8%
NOC vs DTE
+137.8%
+52.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | +0.8% | -2.6% | +3.3% | +1.8% |
| 30D | -9.7% | -4.4% | -5.3% | -8.2% |
| 3M | -5.6% | -8.3% | +2.7% | -2.6% |
| 6M | -28.6% | -8.1% | -20.5% | -26.4% |
| YTD | -7.9% | +4.4% | -12.3% | -9.5% |
| 1Y | -9.5% | +0.2% | -9.7% | -9.8% |
| 3Y | +28.4% | +42.6% | -14.2% | +10.6% |
| 5Y | +59.0% | +31.5% | +27.5% | +40.4% |
| All | +189.8% | +137.8% | +52.0% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling