+65.8%
NOC vs RACE
+64.4%
+1.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | +4.8% | -1.2% | +6.0% | +4.9% |
| 30D | +11.0% | +6.1% | +4.9% | +10.9% |
| 3M | -3.8% | -0.3% | -3.5% | -3.8% |
| 6M | +0.6% | +23.4% | -22.8% | +0.3% |
| YTD | -2.3% | +12.5% | -14.8% | -2.4% |
| 1Y | +0.3% | -0.5% | +0.7% | +0.3% |
| 3Y | +24.6% | +23.6% | +1.0% | +21.9% |
| All | +65.8% | +64.4% | +1.4% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling