+157.4%
NOC vs RUN
+68.6%
+88.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | +4.8% | -13.5% | +18.4% | +5.2% |
| 30D | +11.0% | +18.3% | -7.3% | +10.5% |
| 3M | -3.8% | -12.5% | +8.7% | -3.6% |
| 6M | +0.6% | -40.3% | +41.0% | +1.6% |
| YTD | -2.3% | -53.1% | +50.8% | -1.2% |
| 1Y | +0.3% | -54.3% | +54.5% | +1.4% |
| 3Y | +24.6% | -6.5% | +31.1% | +18.0% |
| 5Y | +66.0% | -85.3% | +151.3% | +67.1% |
| All | +157.4% | +68.6% | +88.8% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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