+119.9%
XRT vs NOC
+192.5%
-72.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -3.6% | -1.8% | -1.8% | -3.2% |
| 30D | -6.7% | -9.4% | +2.8% | -4.7% |
| 3M | -1.4% | -3.8% | +2.5% | -0.8% |
| 6M | +1.7% | -28.8% | +30.5% | +9.4% |
| YTD | -1.5% | -7.9% | +6.4% | -0.6% |
| 1Y | -2.5% | -9.0% | +6.6% | -1.5% |
| 3Y | +39.9% | +29.1% | +10.8% | +26.4% |
| 5Y | -2.6% | +58.9% | -61.6% | -20.6% |
| All | +119.9% | +192.5% | -72.6% | +45.8% |
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 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