-8.3%
NOC vs RL
+9.8%
-18.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | -0.5% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -10.4% | -17.5% | +7.1% | -10.1% |
| 3M | -5.6% | -14.0% | +8.4% | -5.4% |
| 6M | -30.4% | -2.0% | -28.4% | -29.9% |
| YTD | -8.5% | -4.6% | -3.9% | -8.3% |
| 1Y | -8.3% | +9.5% | -17.8% | -9.2% |
| All | -8.3% | +9.8% | -18.1% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling