+27.5%
NOC vs RUN
-37.3%
+64.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.6% |
| 7D | -1.6% | -1.8% | +0.2% | -1.6% |
| 30D | -10.4% | -10.8% | +0.5% | -10.5% |
| 3M | -5.6% | -30.2% | +24.6% | -5.9% |
| 6M | -30.4% | -22.3% | -8.1% | -30.5% |
| YTD | -8.5% | -52.2% | +43.7% | -8.8% |
| 1Y | -8.3% | -45.1% | +36.8% | -8.5% |
| All | +27.5% | -37.3% | +64.8% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling