+11.4%
NOC vs NVDX
+772.1%
-760.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.8% | -10.2% | +11.0% | +0.4% |
| 30D | -9.7% | -7.3% | -2.4% | -9.8% |
| 3M | -5.6% | +5.5% | -11.2% | -5.2% |
| 6M | -28.6% | +18.3% | -46.9% | -27.8% |
| YTD | -7.9% | +11.4% | -19.3% | -6.9% |
| 1Y | -9.5% | +12.7% | -22.2% | -8.3% |
| All | +11.4% | +772.1% | -760.8% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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