+58.9%
NOC vs DVA
+40.8%
+18.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -9.4% | +1.7% | -11.1% | -9.5% |
| 3M | -3.8% | -8.7% | +4.8% | -3.7% |
| 6M | -28.8% | +19.7% | -48.4% | -29.1% |
| YTD | -7.9% | +59.6% | -67.5% | -9.2% |
| 1Y | -9.0% | +37.1% | -46.1% | -10.1% |
| 3Y | +29.1% | +89.8% | -60.7% | +29.9% |
| 5Y | +58.9% | +47.4% | +11.6% | +62.7% |
| All | +58.9% | +40.8% | +18.1% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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