+29.0%
NOC vs RVTY
+16.6%
+12.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.8% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | -8.9% | +10.8% | -19.7% | -9.5% |
| 3M | -3.7% | +26.8% | -30.5% | -5.4% |
| 6M | -30.8% | +39.3% | -70.1% | -32.6% |
| YTD | -7.9% | +31.6% | -39.6% | -10.2% |
| 1Y | -9.4% | +47.7% | -57.1% | -12.6% |
| 3Y | +29.0% | +19.9% | +9.0% | +25.1% |
| All | +29.0% | +16.6% | +12.4% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling