+17.2%
NOC vs RACE
+28.1%
-10.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | -0.1% |
| 7D | -5.8% | +5.1% | -10.9% | -5.8% |
| 30D | +10.9% | +7.7% | +3.2% | +10.9% |
| 3M | -7.1% | +2.2% | -9.3% | -7.1% |
| 6M | -5.3% | +23.8% | -29.1% | -5.0% |
| YTD | -6.8% | +13.9% | -20.7% | -6.5% |
| 1Y | -6.7% | +3.8% | -10.5% | -6.6% |
| 3Y | +17.2% | +28.0% | -10.9% | +17.3% |
| All | +17.2% | +28.1% | -10.9% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling