-27.0%
RKT vs NOC
+75.4%
-102.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.9% |
| 7D | -7.2% | -1.8% | -5.5% | -7.0% |
| 30D | -7.9% | -9.4% | +1.6% | -6.8% |
| 3M | +5.2% | -3.8% | +9.0% | +5.5% |
| 6M | -14.9% | -28.8% | +13.9% | -11.3% |
| YTD | -31.9% | -7.9% | -24.0% | -31.4% |
| 1Y | -36.9% | -9.0% | -27.8% | -36.4% |
| 3Y | +35.7% | +29.1% | +6.7% | +26.6% |
| 5Y | -9.7% | +58.9% | -68.6% | -26.7% |
| All | -27.0% | +75.4% | -102.5% | -44.2% |
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