+45.8%
XRT vs NOC
+27.2%
+18.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.1% |
| 7D | +0.8% | -5.2% | +6.0% | +1.0% |
| 30D | -4.2% | -7.2% | +3.0% | -3.9% |
| 3M | +5.1% | -5.1% | +10.2% | +5.3% |
| 6M | +2.4% | -31.1% | +33.5% | +4.1% |
| YTD | +3.2% | -8.6% | +11.8% | +3.4% |
| 1Y | +1.5% | -9.7% | +11.2% | +1.8% |
| All | +45.8% | +27.2% | +18.6% | +41.7% |
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