-20.1%
NVDL vs NOC
-7.1%
-13.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.5% | -1.5% | -7.2% |
| 7D | -14.0% | -5.0% | -9.1% | -15.1% |
| 30D | -31.2% | +10.3% | -41.5% | -29.0% |
| 3M | -15.5% | -4.3% | -11.2% | -15.2% |
| 6M | -10.3% | -6.5% | -3.8% | -10.4% |
| YTD | -5.8% | -6.7% | +1.0% | +1.4% |
| 1Y | -20.1% | -7.5% | -12.6% | -16.4% |
| All | -20.1% | -7.1% | -13.0% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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