+16,820.7%
NOC vs RRC
+1,499.3%
+15,321.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.3% |
| 7D | +4.5% | +2.5% | +2.0% | +4.4% |
| 30D | +14.1% | +21.1% | -7.1% | +12.7% |
| 3M | -4.5% | +28.4% | -32.8% | -5.9% |
| 6M | -0.8% | +26.5% | -27.2% | -2.3% |
| YTD | -2.5% | +47.0% | -49.5% | -5.0% |
| 1Y | -0.1% | +35.2% | -35.3% | -2.2% |
| 3Y | +24.6% | +61.0% | -36.4% | +20.0% |
| 5Y | +65.6% | +133.6% | -68.0% | +54.0% |
| 10Y | +160.5% | +72.1% | +88.4% | +132.0% |
| All | +16,820.7% | +1,499.3% | +15,321.4% | +14,043.1% |
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