+56.7%
NOC vs RGEN
-44.3%
+101.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -1.6% | -4.6% | +3.0% | -1.5% |
| 30D | -10.4% | +1.2% | -11.5% | -10.4% |
| 3M | -5.6% | +26.8% | -32.4% | -6.0% |
| 6M | -30.4% | +29.1% | -59.5% | -30.8% |
| YTD | -8.5% | +0.7% | -9.2% | -8.7% |
| 1Y | -8.3% | +39.1% | -47.4% | -8.9% |
| 3Y | +28.2% | +2.2% | +26.0% | +27.0% |
| 5Y | +56.7% | -44.0% | +100.7% | +44.6% |
| All | +56.7% | -44.3% | +101.0% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling