-7.5%
NOC vs RRC
+44.7%
-52.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.0% | -4.3% |
| 7D | -5.0% | -6.8% | +1.8% | -4.6% |
| 30D | +10.3% | +34.7% | -24.4% | +8.9% |
| 3M | -4.3% | +31.5% | -35.8% | -5.5% |
| 6M | -6.5% | +21.8% | -28.3% | -7.9% |
| YTD | -6.7% | +48.9% | -55.6% | -8.1% |
| 1Y | -7.5% | +42.1% | -49.6% | -9.3% |
| All | -7.5% | +44.7% | -52.2% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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