+162.8%
NOC vs RL
+369.1%
-206.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.3% | +1.3% | -1.6% | -0.5% |
| 30D | +14.1% | +7.6% | +6.5% | +13.1% |
| 3M | -4.6% | -1.5% | -3.1% | -4.6% |
| 6M | +0.7% | +12.1% | -11.3% | -1.0% |
| YTD | -2.6% | +13.9% | -16.5% | -4.7% |
| 1Y | -1.0% | +20.7% | -21.6% | -3.9% |
| 3Y | +24.5% | +260.6% | -236.1% | +0.6% |
| 5Y | +64.3% | +248.9% | -184.5% | +30.3% |
| 10Y | +162.8% | +355.9% | -193.1% | +88.8% |
| All | +162.8% | +369.1% | -206.3% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling