-9.0%
NOC vs RGEN
+39.1%
-48.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.8% | -2.9% | +1.1% | -1.6% |
| 30D | -9.4% | -0.1% | -9.4% | -9.5% |
| 3M | -3.8% | +25.9% | -29.8% | -5.8% |
| 6M | -28.8% | +35.2% | -64.0% | -30.7% |
| YTD | -7.9% | +0.5% | -8.4% | -7.4% |
| 1Y | -9.0% | +37.0% | -46.0% | -12.0% |
| All | -9.0% | +39.1% | -48.1% | -12.0% |
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