+4,079.0%
NOC vs RMD
+36,837.6%
-32,758.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -5.2% | -5.0% | -0.2% | -4.7% |
| 30D | -7.2% | +2.2% | -9.4% | -7.5% |
| 3M | -5.1% | +17.8% | -23.0% | -6.9% |
| 6M | -31.1% | -11.3% | -19.7% | -30.4% |
| YTD | -8.6% | -4.4% | -4.2% | -8.4% |
| 1Y | -9.7% | -15.7% | +6.0% | -8.4% |
| 3Y | +24.3% | +47.7% | -23.5% | +17.3% |
| 5Y | +52.6% | -19.2% | +71.8% | +52.4% |
| 10Y | +183.6% | +280.4% | -96.8% | +140.2% |
| All | +4,079.0% | +36,837.6% | -32,758.6% | +2,910.2% |
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