+253.2%
NOC vs RACE
+647.6%
-394.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.2% |
| 7D | -5.2% | -2.5% | -2.7% | -4.8% |
| 30D | -7.2% | +0.8% | -8.0% | -7.4% |
| 3M | -5.1% | +17.2% | -22.3% | -7.4% |
| 6M | -31.1% | +13.6% | -44.7% | -32.5% |
| YTD | -8.6% | +12.2% | -20.8% | -10.6% |
| 1Y | -9.7% | -16.3% | +6.5% | -8.0% |
| 3Y | +24.3% | +36.4% | -12.2% | +13.5% |
| 5Y | +52.6% | +95.0% | -42.3% | +27.1% |
| 10Y | +183.6% | +813.2% | -629.6% | +82.4% |
| All | +253.2% | +647.6% | -394.4% | +121.8% |
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 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