+1,824.8%
NOC vs RBA
+4,097.8%
-2,273.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +4.9% | +0.6% | +4.3% | +4.8% |
| 30D | +13.6% | +9.0% | +4.6% | +12.1% |
| 3M | -3.9% | +7.2% | -11.0% | -5.0% |
| 6M | +1.4% | -7.8% | +9.2% | +2.0% |
| YTD | -2.2% | -6.4% | +4.2% | -2.2% |
| 1Y | -1.2% | -4.2% | +3.0% | -1.6% |
| 3Y | +25.0% | +64.1% | -39.0% | +13.3% |
| 5Y | +66.0% | +48.4% | +17.6% | +50.3% |
| 10Y | +161.4% | +209.9% | -48.5% | +103.6% |
| All | +1,824.8% | +4,097.8% | -2,273.0% | +1,079.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling