-7.5%
NOC vs RSG
+19.5%
-27.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.6% | -4.9% |
| 7D | -5.0% | +5.1% | -10.1% | -6.7% |
| 30D | +10.3% | +15.3% | -5.0% | +5.3% |
| 3M | -4.3% | +18.6% | -22.9% | -9.5% |
| 6M | -6.5% | +19.5% | -26.1% | -12.0% |
| YTD | -6.7% | +17.2% | -23.9% | -12.5% |
| 1Y | -7.5% | +19.6% | -27.0% | -14.6% |
| All | -7.5% | +19.5% | -27.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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