-9.4%
NOC vs ROIV
+221.6%
-231.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +18.8% | -18.1% | 0.0% |
| 7D | -2.7% | +20.2% | -22.9% | -3.4% |
| 30D | -8.9% | +14.1% | -23.0% | -9.3% |
| 3M | -3.7% | +45.6% | -49.3% | -5.0% |
| 6M | -30.8% | +44.1% | -74.9% | -31.8% |
| YTD | -7.9% | +91.2% | -99.1% | -10.0% |
| 1Y | -9.4% | +221.3% | -230.7% | -7.7% |
| All | -9.4% | +221.6% | -231.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ROIV 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling