+10.9%
NOC vs RBRK
+124.5%
-113.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -0.1% |
| 7D | +0.8% | -7.5% | +8.3% | +0.6% |
| 30D | -9.7% | -10.4% | +0.7% | -9.9% |
| 3M | -5.6% | +21.3% | -26.9% | -4.9% |
| 6M | -28.6% | +50.6% | -79.2% | -27.5% |
| YTD | -7.9% | +13.3% | -21.2% | -7.3% |
| 1Y | -9.5% | +11.2% | -20.8% | -8.9% |
| All | +10.9% | +124.5% | -113.6% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling