-9.5%
NOC vs ROK
+27.3%
-36.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +0.8% | -1.2% | +2.0% | +0.8% |
| 30D | -9.7% | -4.8% | -4.9% | -9.6% |
| 3M | -5.6% | -6.1% | +0.4% | -5.8% |
| 6M | -28.6% | +15.5% | -44.1% | -30.5% |
| YTD | -7.9% | +11.2% | -19.0% | -10.3% |
| 1Y | -9.5% | +23.8% | -33.4% | -12.5% |
| All | -9.5% | +27.3% | -36.9% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling