-6.4%
NOC vs RBRK
+46.1%
-52.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.1% | +11.1% | -0.3% |
| 7D | -6.6% | -20.9% | +14.3% | -7.1% |
| 30D | +8.7% | -15.9% | +24.7% | +8.4% |
| 3M | -5.4% | +24.7% | -30.0% | -4.7% |
| 6M | -5.1% | +85.1% | -90.2% | -2.5% |
| YTD | -6.8% | +38.3% | -45.0% | -7.0% |
| 1Y | -6.4% | +46.2% | -52.6% | -6.7% |
| All | -6.4% | +46.1% | -52.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling