+15,768.5%
NOC vs RVTY
+2,416.7%
+13,351.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -5.2% | +1.1% | -6.3% | -5.4% |
| 30D | -7.2% | +13.2% | -20.4% | -9.1% |
| 3M | -5.1% | +27.2% | -32.4% | -9.0% |
| 6M | -31.1% | +32.4% | -63.5% | -34.5% |
| YTD | -8.6% | +34.9% | -43.4% | -13.6% |
| 1Y | -9.7% | +52.4% | -62.1% | -16.5% |
| 3Y | +24.3% | +12.3% | +12.0% | +18.3% |
| 5Y | +52.6% | -30.8% | +83.4% | +54.5% |
| 10Y | +183.6% | +150.7% | +32.9% | +126.7% |
| All | +15,768.5% | +2,416.7% | +13,351.8% | +6,702.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling