+141.1%
XRT vs NOC
+163.6%
-22.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -1.4% | +4.9% | -6.3% | -2.4% |
| 30D | +9.8% | +13.6% | -3.8% | +6.6% |
| 3M | +3.3% | -3.9% | +7.1% | +3.9% |
| 6M | +13.6% | +1.4% | +12.2% | +12.7% |
| YTD | +9.1% | -2.2% | +11.3% | +8.3% |
| 1Y | +15.1% | -1.2% | +16.3% | +13.9% |
| 3Y | +59.9% | +25.0% | +34.9% | +46.7% |
| 5Y | -1.7% | +66.0% | -67.7% | -20.3% |
| 10Y | +141.1% | +161.4% | -20.3% | +73.4% |
| All | +141.1% | +163.6% | -22.5% | +73.4% |
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