+551.0%
XRT vs NOC
+1,365.0%
-814.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +2.6% |
| 7D | +2.5% | -2.9% | +5.4% | +3.6% |
| 30D | +10.3% | +12.1% | -1.8% | +5.1% |
| 3M | +2.4% | -5.3% | +7.6% | +4.0% |
| 6M | +10.0% | -1.0% | +11.0% | +9.2% |
| YTD | +9.5% | -4.3% | +13.8% | +9.0% |
| 1Y | +17.2% | -3.6% | +20.8% | +16.1% |
| 3Y | +62.0% | +22.9% | +39.1% | +39.9% |
| 5Y | -2.1% | +60.4% | -62.5% | -29.4% |
| 10Y | +152.6% | +161.3% | -8.7% | +28.3% |
| All | +551.0% | +1,365.0% | -814.0% | +2.6% |
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