+15,768.5%
NOC vs RRC
+1,202.2%
+14,566.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.5% |
| 7D | -5.2% | +1.3% | -6.5% | -5.3% |
| 30D | -7.2% | +10.1% | -17.3% | -7.7% |
| 3M | -5.1% | +4.0% | -9.1% | -5.4% |
| 6M | -31.1% | +1.6% | -32.7% | -31.2% |
| YTD | -8.6% | +19.7% | -28.3% | -9.7% |
| 1Y | -9.7% | +21.4% | -31.1% | -11.0% |
| 3Y | +24.3% | +29.7% | -5.4% | +21.3% |
| 5Y | +52.6% | +153.9% | -101.2% | +41.3% |
| 10Y | +183.6% | +10.8% | +172.8% | +159.1% |
| All | +15,768.5% | +1,202.2% | +14,566.3% | +13,338.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling