+513.3%
XRT vs NOC
+1,299.6%
-786.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.0% |
| 7D | +0.8% | -5.2% | +6.0% | +2.9% |
| 30D | -4.2% | -7.2% | +3.0% | -1.4% |
| 3M | +5.1% | -5.1% | +10.2% | +6.7% |
| 6M | +2.4% | -31.1% | +33.5% | +18.0% |
| YTD | +3.2% | -8.6% | +11.8% | +5.0% |
| 1Y | +1.5% | -9.7% | +11.2% | +3.6% |
| 3Y | +40.6% | +24.3% | +16.3% | +20.3% |
| 5Y | -1.0% | +52.6% | -53.6% | -27.2% |
| 10Y | +128.4% | +183.6% | -55.2% | +9.6% |
| All | +513.3% | +1,299.6% | -786.2% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling