+65.8%
NOC vs RNG
-72.1%
+137.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +4.8% | +4.6% | +0.2% | +4.9% |
| 30D | +11.0% | +0.4% | +10.6% | +11.1% |
| 3M | -3.8% | +11.4% | -15.2% | -3.7% |
| 6M | +0.6% | +95.7% | -95.0% | +1.0% |
| YTD | -2.3% | +162.9% | -165.2% | -1.7% |
| 1Y | +0.3% | +180.3% | -180.0% | +0.8% |
| 3Y | +24.6% | +188.3% | -163.7% | +25.4% |
| All | +65.8% | -72.1% | +137.9% | +60.0% |
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