+55.6%
NOC vs RACE
+93.6%
-37.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.5% |
| 7D | -5.2% | -2.5% | -2.7% | -5.1% |
| 30D | -7.2% | +0.8% | -8.0% | -7.2% |
| 3M | -5.1% | +17.2% | -22.3% | -5.3% |
| 6M | -31.1% | +13.6% | -44.7% | -31.2% |
| YTD | -8.6% | +12.2% | -20.8% | -8.7% |
| 1Y | -9.7% | -16.3% | +6.5% | -9.6% |
| 3Y | +24.3% | +36.4% | -12.2% | +21.0% |
| All | +55.6% | +93.6% | -37.9% | +49.4% |
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