+99.9%
NOC vs ROIV
+280.9%
-181.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.3% |
| 7D | +4.5% | +9.2% | -4.7% | +4.5% |
| 30D | +14.1% | +19.9% | -5.8% | +13.9% |
| 3M | -4.5% | +10.6% | -15.0% | -4.6% |
| 6M | -0.8% | +36.1% | -36.8% | -1.1% |
| YTD | -2.5% | +84.3% | -86.8% | -3.1% |
| 1Y | -0.1% | +87.6% | -87.7% | -0.7% |
| 3Y | +24.6% | +353.9% | -329.3% | +23.1% |
| 5Y | +65.6% | +376.1% | -310.5% | +58.8% |
| All | +99.9% | +280.9% | -181.0% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling