+16,820.7%
NOC vs RGEN
+1,565.2%
+15,255.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.2% |
| 7D | +4.5% | -1.2% | +5.7% | +4.6% |
| 30D | +14.1% | -5.1% | +19.1% | +14.2% |
| 3M | -4.5% | +0.5% | -4.9% | -4.6% |
| 6M | -0.8% | +46.6% | -47.3% | -1.9% |
| YTD | -2.5% | +1.6% | -4.1% | -2.8% |
| 1Y | -0.1% | +5.4% | -5.5% | -0.5% |
| 3Y | +24.6% | +12.8% | +11.8% | +23.1% |
| 5Y | +65.6% | -35.6% | +101.2% | +64.7% |
| 10Y | +160.5% | +415.7% | -255.2% | +144.0% |
| All | +16,820.7% | +1,565.2% | +15,255.5% | +13,389.2% |
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