+56.1%
NOC vs RVTY
-32.1%
+88.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.2% |
| 6M | -30.8% | +39.3% | -70.1% | -32.4% |
| YTD | -7.9% | +31.6% | -39.6% | -9.9% |
| 1Y | -9.4% | +47.7% | -57.1% | -12.2% |
| 3Y | +29.0% | +19.9% | +9.0% | +26.0% |
| 5Y | +56.1% | -32.3% | +88.4% | +54.2% |
| All | +56.1% | -32.1% | +88.2% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling