+27.5%
NOC vs RJF
+71.0%
-43.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -10.4% | -2.0% | -8.4% | -10.2% |
| 3M | -5.6% | +16.3% | -21.9% | -7.0% |
| 6M | -30.4% | +16.9% | -47.3% | -31.5% |
| YTD | -8.5% | +10.4% | -18.9% | -9.4% |
| 1Y | -8.3% | +7.4% | -15.8% | -9.2% |
| All | +27.5% | +71.0% | -43.4% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling