+255.9%
NOC vs RUN
-31.9%
+287.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -5.2% | +1.3% | -6.4% | -5.2% |
| 30D | -7.2% | -15.3% | +8.1% | -6.9% |
| 3M | -5.1% | -40.0% | +34.9% | -4.1% |
| 6M | -31.1% | -27.0% | -4.1% | -30.8% |
| YTD | -8.6% | -51.7% | +43.1% | -7.6% |
| 1Y | -9.7% | -45.9% | +36.2% | -9.2% |
| 3Y | +24.3% | -43.8% | +68.0% | +21.1% |
| 5Y | +52.6% | -80.5% | +133.1% | +51.3% |
| 10Y | +183.6% | +45.3% | +138.3% | +145.3% |
| All | +255.9% | -31.9% | +287.8% | +209.7% |
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