+15,879.4%
NOC vs RJF
+49,360.8%
-33,481.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -2.7% | +1.8% | -4.4% | -3.0% |
| 30D | -8.9% | 0.0% | -8.9% | -8.9% |
| 3M | -3.7% | +18.0% | -21.6% | -6.8% |
| 6M | -30.8% | +17.0% | -47.8% | -33.0% |
| YTD | -7.9% | +11.1% | -19.1% | -10.1% |
| 1Y | -9.4% | +8.0% | -17.4% | -11.2% |
| 3Y | +29.0% | +73.3% | -44.3% | +13.4% |
| 5Y | +56.1% | +107.4% | -51.4% | +30.2% |
| 10Y | +186.3% | +428.5% | -242.2% | +93.7% |
| All | +15,879.4% | +49,360.8% | -33,481.5% | +5,514.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling