+15,768.5%
NOC vs ROK
+15,847.2%
-78.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.8% |
| 7D | -5.2% | +0.7% | -5.9% | -5.4% |
| 30D | -7.2% | -3.3% | -3.9% | -6.5% |
| 3M | -5.1% | -5.9% | +0.8% | -4.2% |
| 6M | -31.1% | +13.9% | -44.9% | -33.9% |
| YTD | -8.6% | +12.6% | -21.2% | -12.3% |
| 1Y | -9.7% | +28.6% | -38.3% | -16.4% |
| 3Y | +24.3% | +45.1% | -20.8% | +8.1% |
| 5Y | +52.6% | +45.6% | +7.1% | +29.0% |
| 10Y | +183.6% | +345.0% | -161.4% | +70.4% |
| All | +15,768.5% | +15,847.2% | -78.8% | +3,492.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling