+189.8%
NOC vs RSG
+428.9%
-239.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.4% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | -9.7% | +4.0% | -13.7% | -11.6% |
| 3M | -5.6% | +7.4% | -13.0% | -9.4% |
| 6M | -28.6% | +0.1% | -28.7% | -29.0% |
| YTD | -7.9% | +6.0% | -13.9% | -11.4% |
| 1Y | -9.5% | -3.0% | -6.6% | -8.7% |
| 3Y | +28.4% | +56.5% | -28.1% | -4.1% |
| 5Y | +59.0% | +90.9% | -32.0% | +3.0% |
| All | +189.8% | +428.9% | -239.1% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling