+1,699.1%
NOC vs RBA
+3,565.6%
-1,866.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -5.2% | -2.9% | -2.2% | -4.8% |
| 30D | -7.2% | -12.3% | +5.1% | -5.5% |
| 3M | -5.1% | -20.5% | +15.4% | -2.3% |
| 6M | -31.1% | -18.5% | -12.5% | -29.4% |
| YTD | -8.6% | -18.2% | +9.6% | -6.6% |
| 1Y | -9.7% | -27.5% | +17.8% | -6.2% |
| 3Y | +24.3% | +38.1% | -13.8% | +15.5% |
| 5Y | +52.6% | +44.8% | +7.8% | +38.4% |
| 10Y | +183.6% | +187.1% | -3.5% | +123.5% |
| All | +1,699.1% | +3,565.6% | -1,866.4% | +1,025.7% |
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