+59.1%
NOC vs RSG
+89.9%
-30.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.3% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | -9.7% | +4.0% | -13.7% | -11.1% |
| 3M | -5.6% | +7.4% | -13.0% | -8.3% |
| 6M | -28.6% | +0.1% | -28.7% | -28.8% |
| YTD | -7.9% | +6.0% | -13.9% | -10.4% |
| 1Y | -9.5% | -3.0% | -6.6% | -8.9% |
| 3Y | +28.4% | +56.5% | -28.1% | +3.0% |
| All | +59.1% | +89.9% | -30.7% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling