+24.6%
NOC vs ROK
+63.3%
-38.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.2% |
| 7D | +4.8% | +7.1% | -2.2% | +4.7% |
| 30D | +11.0% | -5.0% | +16.0% | +11.1% |
| 3M | -3.8% | -9.4% | +5.6% | -3.7% |
| 6M | +0.6% | -11.0% | +11.6% | +0.7% |
| YTD | -2.3% | +4.4% | -6.7% | -3.1% |
| 1Y | +0.3% | +7.4% | -7.2% | -0.6% |
| 3Y | +24.6% | +61.0% | -36.4% | +19.9% |
| All | +24.6% | +63.3% | -38.7% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling