+1,115.8%
RSP vs NOC
+2,050.5%
-934.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -1.0% | -5.8% | +4.8% | +1.5% |
| 30D | +2.6% | +10.9% | -8.3% | -2.3% |
| 3M | -0.8% | -7.1% | +6.3% | +1.9% |
| 6M | +6.3% | -5.3% | +11.6% | +7.6% |
| YTD | +14.1% | -6.8% | +20.9% | +14.9% |
| 1Y | +18.0% | -6.7% | +24.7% | +18.6% |
| 3Y | +61.0% | +17.2% | +43.8% | +40.8% |
| 5Y | +45.6% | +56.3% | -10.7% | +4.4% |
| 10Y | +220.2% | +173.7% | +46.4% | +56.0% |
| All | +1,115.8% | +2,050.5% | -934.8% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling