+57.9%
NOC vs ROK
+46.4%
+11.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | -10.4% | -1.8% | -8.6% | -10.3% |
| 3M | -5.6% | -7.2% | +1.6% | -5.4% |
| 6M | -30.4% | +14.2% | -44.5% | -31.3% |
| YTD | -8.5% | +10.6% | -19.1% | -9.5% |
| 1Y | -8.3% | +25.9% | -34.2% | -10.1% |
| 3Y | +28.2% | +50.8% | -22.6% | +23.3% |
| All | +57.9% | +46.4% | +11.5% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling