+57.5%
NOC vs RVMD
+634.9%
-577.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | -2.7% | -1.2% | -1.5% | -2.7% |
| 30D | -8.9% | +1.1% | -9.9% | -8.9% |
| 3M | -3.7% | +39.6% | -43.3% | -4.4% |
| 6M | -30.8% | +110.7% | -141.5% | -32.1% |
| YTD | -7.9% | +160.3% | -168.2% | -10.1% |
| 1Y | -9.4% | +404.9% | -414.3% | -13.1% |
| 3Y | +29.0% | +545.5% | -516.5% | +21.8% |
| 5Y | +56.1% | +584.7% | -528.6% | +45.7% |
| All | +57.5% | +634.9% | -577.4% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling