+570.4%
NOC vs RNG
+309.1%
+261.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +0.9% |
| 7D | -2.7% | -0.8% | -1.9% | -2.7% |
| 30D | -8.9% | +11.4% | -20.3% | -9.4% |
| 3M | -3.7% | +72.1% | -75.8% | -6.5% |
| 6M | -30.8% | +67.9% | -98.7% | -33.0% |
| YTD | -7.9% | +144.3% | -152.3% | -13.0% |
| 1Y | -9.4% | +117.5% | -127.0% | -14.0% |
| 3Y | +29.0% | +123.9% | -94.9% | +20.4% |
| 5Y | +56.1% | -70.1% | +126.2% | +66.6% |
| 10Y | +186.3% | +215.9% | -29.6% | +118.0% |
| All | +570.4% | +309.1% | +261.3% | +391.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling