+57.6%
NOC vs RMD
-22.5%
+80.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.9% |
| 7D | -2.7% | -4.5% | +1.8% | -2.4% |
| 30D | -8.9% | +4.6% | -13.5% | -9.2% |
| 3M | -3.7% | +14.8% | -18.5% | -4.8% |
| 6M | -30.8% | -12.1% | -18.7% | -30.3% |
| YTD | -7.9% | -7.5% | -0.5% | -7.7% |
| 1Y | -9.4% | -20.1% | +10.6% | -8.3% |
| 3Y | +29.0% | +53.9% | -24.9% | +23.6% |
| All | +57.6% | -22.5% | +80.2% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling