+189.8%
NOC vs RRX
+228.4%
-38.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.5% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | -9.7% | -6.1% | -3.6% | -8.9% |
| 3M | -5.6% | -23.1% | +17.4% | -2.8% |
| 6M | -28.6% | -19.5% | -9.1% | -27.5% |
| YTD | -7.9% | +16.1% | -23.9% | -12.4% |
| 1Y | -9.5% | +12.9% | -22.5% | -13.9% |
| 3Y | +28.4% | +7.9% | +20.4% | +19.1% |
| 5Y | +59.0% | +19.1% | +39.8% | +38.1% |
| All | +189.8% | +228.4% | -38.6% | +68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling