+2,490.2%
NVDL vs NOC
+2.9%
+2,487.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -10.3% | +0.8% | -11.1% | -10.0% |
| 30D | -7.1% | -9.7% | +2.6% | -11.3% |
| 3M | +6.6% | -5.6% | +12.2% | +4.2% |
| 6M | +21.1% | -28.6% | +49.6% | +2.7% |
| YTD | +15.2% | -7.9% | +23.1% | +14.2% |
| 1Y | +18.8% | -9.5% | +28.3% | +17.1% |
| 3Y | +649.9% | +28.4% | +621.5% | +891.0% |
| All | +2,490.2% | +2.9% | +2,487.3% | +2,751.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling