+59.1%
NOC vs RJF
+104.0%
-44.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.8% | -2.7% | +3.5% | +1.2% |
| 30D | -9.7% | -4.3% | -5.4% | -9.1% |
| 3M | -5.6% | +15.7% | -21.4% | -7.6% |
| 6M | -28.6% | +17.8% | -46.4% | -30.3% |
| YTD | -7.9% | +9.2% | -17.0% | -9.2% |
| 1Y | -9.5% | +2.8% | -12.3% | -10.2% |
| 3Y | +28.4% | +69.5% | -41.1% | +16.9% |
| All | +59.1% | +104.0% | -44.9% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling