+62.0%
XRT vs NOC
+22.9%
+39.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.6% |
| 7D | +2.5% | -2.9% | +5.4% | +2.6% |
| 30D | +10.3% | +12.1% | -1.8% | +9.8% |
| 3M | +2.4% | -5.3% | +7.6% | +2.5% |
| 6M | +10.0% | -1.0% | +11.0% | +9.9% |
| YTD | +9.5% | -4.3% | +13.8% | +9.4% |
| 1Y | +17.2% | -3.6% | +20.8% | +17.0% |
| 3Y | +62.0% | +22.9% | +39.1% | +51.2% |
| All | +62.0% | +22.9% | +39.1% | +51.2% |
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