+189.8%
NOC vs RUN
+42.2%
+147.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +0.8% | -3.7% | +4.5% | +0.9% |
| 30D | -9.7% | -13.0% | +3.3% | -9.4% |
| 3M | -5.6% | -31.8% | +26.1% | -4.9% |
| 6M | -28.6% | -32.2% | +3.6% | -28.1% |
| YTD | -7.9% | -53.5% | +45.6% | -6.7% |
| 1Y | -9.5% | -46.5% | +37.0% | -8.9% |
| 3Y | +28.4% | -37.6% | +66.0% | +23.9% |
| 5Y | +59.0% | -80.9% | +139.8% | +57.7% |
| All | +189.8% | +42.2% | +147.6% | +134.5% |
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