-9.5%
NOC vs NVD
-52.8%
+43.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | +0.8% | +10.8% | -10.1% | +0.5% |
| 30D | -9.7% | +0.8% | -10.5% | -9.8% |
| 3M | -5.6% | -20.8% | +15.2% | -5.4% |
| 6M | -28.6% | -41.2% | +12.6% | -28.3% |
| YTD | -7.9% | -44.2% | +36.3% | -7.9% |
| 1Y | -9.5% | -54.2% | +44.6% | -9.7% |
| All | -9.5% | -52.8% | +43.3% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling