+189.8%
NOC vs ROK
+357.9%
-168.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | +0.8% | -1.2% | +2.0% | +1.0% |
| 30D | -9.7% | -4.8% | -4.9% | -8.9% |
| 3M | -5.6% | -6.1% | +0.4% | -4.9% |
| 6M | -28.6% | +15.5% | -44.1% | -31.1% |
| YTD | -7.9% | +11.2% | -19.0% | -10.6% |
| 1Y | -9.5% | +23.8% | -33.4% | -14.2% |
| 3Y | +28.4% | +53.1% | -24.8% | +13.7% |
| 5Y | +59.0% | +48.3% | +10.7% | +38.5% |
| All | +189.8% | +357.9% | -168.1% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling