+16,510.8%
NOC vs RRC
+1,418.2%
+15,092.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | -2.9% | -10.3% | +7.4% | -2.3% |
| 30D | +12.1% | +19.5% | -7.3% | +10.9% |
| 3M | -5.3% | +27.9% | -33.2% | -6.7% |
| 6M | -1.0% | +21.2% | -22.2% | -2.3% |
| YTD | -4.3% | +39.6% | -43.9% | -6.4% |
| 1Y | -3.6% | +31.3% | -34.9% | -5.5% |
| 3Y | +22.9% | +51.9% | -29.0% | +18.8% |
| 5Y | +60.4% | +110.2% | -49.8% | +50.0% |
| 10Y | +161.3% | +56.7% | +104.6% | +133.9% |
| All | +16,510.8% | +1,418.2% | +15,092.6% | +13,826.1% |
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