+24.3%
NOC vs RUN
-8.5%
+32.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.7% | -0.4% |
| 7D | +4.5% | -13.7% | +18.2% | +4.4% |
| 30D | +14.1% | +9.4% | +4.7% | +14.2% |
| 3M | -4.5% | -13.4% | +9.0% | -4.6% |
| 6M | -0.8% | -39.6% | +38.8% | -1.1% |
| YTD | -2.5% | -53.7% | +51.2% | -2.9% |
| 1Y | -0.1% | -56.2% | +56.1% | -0.5% |
| All | +24.3% | -8.5% | +32.8% | +24.9% |
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