+156.8%
NOC vs RBA
+204.3%
-47.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.1% |
| 7D | +4.5% | -0.5% | +5.1% | +4.6% |
| 30D | +14.1% | +6.8% | +7.2% | +13.0% |
| 3M | -4.5% | +9.5% | -13.9% | -5.7% |
| 6M | -0.8% | -8.2% | +7.4% | -0.2% |
| YTD | -2.5% | -7.7% | +5.2% | -2.4% |
| 1Y | -0.1% | -6.9% | +6.8% | -0.2% |
| 3Y | +24.6% | +61.6% | -37.0% | +13.1% |
| 5Y | +65.6% | +44.7% | +20.9% | +50.9% |
| All | +156.8% | +204.3% | -47.5% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling