+186.3%
NOC vs RACE
+793.3%
-607.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -2.7% | -1.0% | -1.6% | -2.5% |
| 30D | -8.9% | -1.5% | -7.3% | -8.7% |
| 3M | -3.7% | +15.5% | -19.1% | -5.9% |
| 6M | -30.8% | +17.3% | -48.1% | -32.7% |
| YTD | -7.9% | +11.1% | -19.1% | -9.9% |
| 1Y | -9.4% | -14.3% | +4.8% | -8.0% |
| 3Y | +29.0% | +40.2% | -11.2% | +15.9% |
| 5Y | +56.1% | +92.6% | -36.5% | +27.5% |
| 10Y | +186.3% | +786.6% | -600.3% | +69.2% |
| All | +186.3% | +793.3% | -607.0% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling