-7.5%
NOC vs RGEN
+19.5%
-27.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -5.0% | -3.5% | -1.4% | -4.8% |
| 30D | +10.3% | -6.0% | +16.3% | +10.5% |
| 3M | -4.3% | +19.0% | -23.3% | -5.5% |
| 6M | -6.5% | +50.7% | -57.3% | -9.1% |
| YTD | -6.7% | +8.8% | -15.5% | -6.6% |
| 1Y | -7.5% | +21.3% | -28.8% | -8.7% |
| All | -7.5% | +19.5% | -27.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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