+96.2%
NOC vs ROIV
+287.3%
-191.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.6% | -1.9% | +2.6% |
| 7D | -2.9% | +13.3% | -16.2% | -3.0% |
| 30D | +12.1% | +14.8% | -2.6% | +12.0% |
| 3M | -5.3% | +11.9% | -17.2% | -5.4% |
| 6M | -1.0% | +42.4% | -43.4% | -1.4% |
| YTD | -4.3% | +87.4% | -91.7% | -4.9% |
| 1Y | -3.6% | +97.2% | -100.9% | -4.3% |
| 3Y | +22.9% | +375.7% | -352.8% | +21.4% |
| 5Y | +60.4% | +379.0% | -318.6% | +53.8% |
| All | +96.2% | +287.3% | -191.1% | +86.3% |
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