+42.1%
RKT vs NOC
+26.5%
+15.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | +6.0% | -2.7% | +8.7% | +6.0% |
| 30D | +0.7% | -8.9% | +9.5% | +0.8% |
| 3M | +11.8% | -3.7% | +15.5% | +11.8% |
| 6M | -7.6% | -30.8% | +23.2% | -7.4% |
| YTD | -28.7% | -7.9% | -20.7% | -28.3% |
| 1Y | -32.6% | -9.4% | -23.1% | -32.2% |
| 3Y | +42.1% | +29.0% | +13.1% | +35.8% |
| All | +42.1% | +26.5% | +15.6% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling