+59.1%
NOC vs RNG
-68.4%
+127.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.8% | -6.1% | +6.9% | +0.7% |
| 30D | -9.7% | +9.6% | -19.3% | -9.6% |
| 3M | -5.6% | +83.3% | -89.0% | -5.2% |
| 6M | -28.6% | +77.9% | -106.5% | -28.2% |
| YTD | -7.9% | +139.9% | -147.8% | -7.2% |
| 1Y | -9.5% | +121.7% | -131.2% | -8.9% |
| 3Y | +28.4% | +121.9% | -93.5% | +29.4% |
| All | +59.1% | -68.4% | +127.5% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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