+15,879.4%
NOC vs RGEN
+1,585.3%
+14,294.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | -8.9% | +2.8% | -11.7% | -8.9% |
| 3M | -3.7% | +34.5% | -38.1% | -4.5% |
| 6M | -30.8% | +40.5% | -71.3% | -31.5% |
| YTD | -7.9% | +2.8% | -10.8% | -8.2% |
| 1Y | -9.4% | +39.6% | -49.1% | -10.4% |
| 3Y | +29.0% | +4.4% | +24.6% | +27.6% |
| 5Y | +56.1% | -42.8% | +98.8% | +55.7% |
| 10Y | +186.3% | +406.7% | -220.4% | +168.3% |
| All | +15,879.4% | +1,585.3% | +14,294.1% | +12,643.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling