+157.4%
NOC vs RRC
+73.1%
+84.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +4.8% | +6.4% | -1.5% | +4.4% |
| 30D | +11.0% | +23.9% | -12.8% | +9.5% |
| 3M | -3.8% | +30.2% | -34.0% | -5.4% |
| 6M | +0.6% | +26.3% | -25.6% | -1.0% |
| YTD | -2.3% | +48.1% | -50.4% | -4.9% |
| 1Y | +0.3% | +37.7% | -37.4% | -2.0% |
| 3Y | +24.6% | +60.3% | -35.7% | +19.8% |
| 5Y | +66.0% | +135.3% | -69.3% | +54.2% |
| All | +157.4% | +73.1% | +84.3% | +112.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling