-24.1%
RKT vs NOC
+86.1%
-110.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -9.0% | +4.8% | -13.8% | -9.5% |
| 30D | +30.2% | +11.0% | +19.2% | +28.4% |
| 3M | -8.8% | -3.8% | -5.0% | -8.6% |
| 6M | -0.9% | +0.6% | -1.6% | -1.4% |
| YTD | -29.2% | -2.3% | -26.9% | -29.3% |
| 1Y | -20.1% | +0.3% | -20.3% | -20.5% |
| 3Y | +81.3% | +24.6% | +56.7% | +71.7% |
| 5Y | -6.6% | +66.0% | -72.6% | -23.9% |
| All | -24.1% | +86.1% | -110.2% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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