+3,706.0%
NOC vs DVA
+5,081.6%
-1,375.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | -2.7% | +2.2% | -4.9% | -2.9% |
| 30D | -8.9% | -2.0% | -6.8% | -8.7% |
| 3M | -3.7% | -6.3% | +2.6% | -3.3% |
| 6M | -30.8% | +19.4% | -50.2% | -32.7% |
| YTD | -7.9% | +58.5% | -66.4% | -13.5% |
| 1Y | -9.4% | +33.9% | -43.3% | -13.4% |
| 3Y | +29.0% | +88.4% | -59.5% | +17.2% |
| 5Y | +56.1% | +39.5% | +16.5% | +44.1% |
| 10Y | +186.3% | +179.5% | +6.8% | +138.7% |
| All | +3,706.0% | +5,081.6% | -1,375.6% | +2,309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling