+88.8%
NOC vs ROIV
+295.0%
-206.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +18.8% | -18.1% | +0.5% |
| 7D | -2.7% | +20.2% | -22.9% | -2.9% |
| 30D | -8.9% | +14.1% | -23.0% | -9.0% |
| 3M | -3.7% | +45.6% | -49.3% | -4.0% |
| 6M | -30.8% | +44.1% | -74.9% | -31.1% |
| YTD | -7.9% | +91.2% | -99.1% | -8.5% |
| 1Y | -9.4% | +221.3% | -230.7% | -10.3% |
| 3Y | +29.0% | +229.2% | -200.2% | +27.5% |
| 5Y | +56.1% | +316.5% | -260.4% | +48.1% |
| All | +88.8% | +295.0% | -206.3% | +79.2% |
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