+1,925.3%
NOC vs RSG
+2,013.0%
-87.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -10.4% | +3.7% | -14.0% | -11.3% |
| 3M | -5.6% | +6.2% | -11.8% | -7.2% |
| 6M | -30.4% | -2.8% | -27.6% | -30.0% |
| YTD | -8.5% | +5.9% | -14.4% | -10.1% |
| 1Y | -8.3% | -1.8% | -6.6% | -8.2% |
| 3Y | +28.2% | +57.5% | -29.3% | +12.6% |
| 5Y | +56.7% | +91.1% | -34.4% | +30.3% |
| 10Y | +189.3% | +428.1% | -238.7% | +89.2% |
| All | +1,925.3% | +2,013.0% | -87.6% | +996.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling