+2,416.0%
NOC vs RL
+1,366.2%
+1,049.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.8% |
| 7D | -5.2% | -0.8% | -4.4% | -5.1% |
| 30D | -7.2% | -7.8% | +0.6% | -6.1% |
| 3M | -5.1% | -4.0% | -1.1% | -4.7% |
| 6M | -31.1% | -1.9% | -29.2% | -31.3% |
| YTD | -8.6% | -0.2% | -8.4% | -9.3% |
| 1Y | -9.7% | +10.7% | -20.4% | -12.0% |
| 3Y | +24.3% | +210.8% | -186.5% | -0.1% |
| 5Y | +52.6% | +238.2% | -185.6% | +17.5% |
| 10Y | +183.6% | +313.4% | -129.8% | +100.0% |
| All | +2,416.0% | +1,366.2% | +1,049.8% | +1,370.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling