+24.4%
NOC vs NVD
-99.2%
+123.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | -10.4% | -9.3% | -1.1% | -10.2% |
| 3M | -5.6% | -22.1% | +16.5% | -5.0% |
| 6M | -30.4% | -45.8% | +15.4% | -29.3% |
| YTD | -8.5% | -46.7% | +38.2% | -7.2% |
| 1Y | -8.3% | -59.5% | +51.1% | -6.3% |
| 3Y | +28.2% | -99.2% | +127.4% | +46.8% |
| All | +24.4% | -99.2% | +123.5% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling