-2.1%
XRT vs NOC
+60.7%
-62.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.5% |
| 7D | +2.5% | -2.9% | +5.4% | +2.7% |
| 30D | +10.3% | +12.1% | -1.8% | +9.3% |
| 3M | +2.4% | -5.3% | +7.6% | +2.7% |
| 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% | +16.9% |
| 3Y | +62.0% | +22.9% | +39.1% | +56.9% |
| 5Y | -2.1% | +60.4% | -62.5% | -12.1% |
| All | -2.1% | +60.7% | -62.8% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling