+65.8%
NOC vs RGEN
-35.5%
+101.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.2% |
| 7D | +4.8% | -3.3% | +8.1% | +4.9% |
| 30D | +11.0% | -5.8% | +16.9% | +11.2% |
| 3M | -3.8% | +0.2% | -4.0% | -3.9% |
| 6M | +0.6% | +56.8% | -56.1% | -0.6% |
| YTD | -2.3% | +2.4% | -4.7% | -2.7% |
| 1Y | +0.3% | +11.4% | -11.2% | -0.3% |
| 3Y | +24.6% | +15.2% | +9.4% | +23.0% |
| All | +65.8% | -35.5% | +101.3% | +55.6% |
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