-9.7%
NOC vs RVMD
+430.6%
-440.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -5.2% | +1.0% | -6.2% | -5.2% |
| 30D | -7.2% | +6.4% | -13.6% | -7.2% |
| 3M | -5.1% | +34.9% | -40.0% | -5.2% |
| 6M | -31.1% | +107.6% | -138.6% | -31.2% |
| YTD | -8.6% | +163.7% | -172.3% | -5.2% |
| 1Y | -9.7% | +439.2% | -448.9% | -5.5% |
| All | -9.7% | +430.6% | -440.3% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling