+260.1%
NOC vs RACE
+658.9%
-398.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.2% |
| 7D | -5.8% | +5.1% | -10.9% | -6.6% |
| 30D | +10.9% | +7.7% | +3.2% | +9.7% |
| 3M | -7.1% | +2.2% | -9.3% | -7.5% |
| 6M | -5.3% | +23.8% | -29.1% | -8.5% |
| YTD | -6.8% | +13.9% | -20.7% | -9.1% |
| 1Y | -6.7% | +3.8% | -10.5% | -7.8% |
| 3Y | +17.2% | +28.0% | -10.9% | +8.5% |
| 5Y | +56.3% | +64.9% | -8.7% | +35.8% |
| 10Y | +173.7% | +780.4% | -606.6% | +76.6% |
| All | +260.1% | +658.9% | -398.8% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling