+59.1%
NOC vs RRX
+17.8%
+41.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.1% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | -9.7% | -6.1% | -3.6% | -9.5% |
| 3M | -5.6% | -23.1% | +17.4% | -5.2% |
| 6M | -28.6% | -19.5% | -9.1% | -28.4% |
| YTD | -7.9% | +16.1% | -23.9% | -9.0% |
| 1Y | -9.5% | +12.9% | -22.5% | -10.6% |
| 3Y | +28.4% | +7.9% | +20.4% | +27.4% |
| All | +59.1% | +17.8% | +41.3% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling