+279.5%
NOC vs RUN
-34.8%
+314.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.7% | -0.2% |
| 7D | +4.5% | -13.7% | +18.2% | +4.9% |
| 30D | +14.1% | +9.4% | +4.7% | +13.7% |
| 3M | -4.5% | -13.4% | +9.0% | -4.3% |
| 6M | -0.8% | -39.6% | +38.8% | +0.1% |
| YTD | -2.5% | -53.7% | +51.2% | -1.5% |
| 1Y | -0.1% | -56.2% | +56.1% | +1.1% |
| 3Y | +24.6% | -9.7% | +34.4% | +19.0% |
| 5Y | +65.6% | -85.5% | +151.1% | +66.0% |
| 10Y | +160.5% | +66.7% | +93.8% | +125.1% |
| All | +279.5% | -34.8% | +314.2% | +230.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling