+4,366.7%
NOC vs RMD
+38,753.6%
-34,386.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | +4.8% | +2.1% | +2.8% | +4.6% |
| 30D | +11.0% | +2.1% | +9.0% | +10.7% |
| 3M | -3.8% | +6.2% | -10.0% | -4.5% |
| 6M | +0.6% | +19.4% | -18.7% | -1.5% |
| YTD | -2.3% | +0.5% | -2.8% | -2.8% |
| 1Y | +0.3% | -3.9% | +4.2% | +0.2% |
| 3Y | +24.6% | +72.5% | -47.9% | +15.6% |
| 5Y | +66.0% | -1.5% | +67.5% | +62.1% |
| 10Y | +161.2% | +345.8% | -184.6% | +117.8% |
| All | +4,366.7% | +38,753.6% | -34,386.9% | +3,096.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling