-7.5%
NOC vs RPRX
+85.8%
-93.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.3% | -4.8% |
| 7D | -5.0% | +4.2% | -9.2% | -5.7% |
| 30D | +10.3% | +19.2% | -8.9% | +7.4% |
| 3M | -4.3% | +18.0% | -22.3% | -7.2% |
| 6M | -6.5% | +35.7% | -42.2% | -11.4% |
| YTD | -6.7% | +77.2% | -84.0% | -11.8% |
| 1Y | -7.5% | +82.0% | -89.5% | -12.5% |
| All | -7.5% | +85.8% | -93.3% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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