+156.8%
NOC vs RMD
+346.1%
-189.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +14.1% | +1.9% | +12.2% | +13.5% |
| 3M | -4.5% | +6.3% | -10.8% | -5.8% |
| 6M | -0.8% | +18.2% | -19.0% | -4.4% |
| YTD | -2.5% | +0.3% | -2.8% | -3.3% |
| 1Y | -0.1% | -4.3% | +4.2% | -0.1% |
| 3Y | +24.6% | +71.3% | -46.7% | +7.3% |
| 5Y | +65.6% | -1.8% | +67.4% | +59.6% |
| All | +156.8% | +346.1% | -189.4% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling