-7.5%
NOC vs RRX
+30.0%
-37.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -4.6% |
| 7D | -5.0% | +7.6% | -12.6% | -4.8% |
| 30D | +10.3% | +7.5% | +2.8% | +10.6% |
| 3M | -4.3% | -21.0% | +16.7% | -3.9% |
| 6M | -6.5% | -18.1% | +11.6% | -6.4% |
| YTD | -6.7% | +24.3% | -31.0% | -9.9% |
| 1Y | -7.5% | +29.3% | -36.8% | -10.3% |
| All | -7.5% | +30.0% | -37.5% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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