+87.4%
NOC vs ROIV
+232.7%
-145.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.5% |
| 7D | -5.2% | +0.6% | -5.8% | -5.2% |
| 30D | -7.2% | +1.0% | -8.2% | -7.2% |
| 3M | -5.1% | +18.3% | -23.4% | -5.3% |
| 6M | -31.1% | +18.3% | -49.4% | -31.2% |
| YTD | -8.6% | +61.0% | -69.6% | -9.0% |
| 1Y | -9.7% | +177.9% | -187.6% | -10.5% |
| 3Y | +24.3% | +199.1% | -174.8% | +23.1% |
| 5Y | +52.6% | +250.7% | -198.1% | +45.1% |
| All | +87.4% | +232.7% | -145.2% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling