+189.3%
NOC vs RCAT
-98.5%
+287.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.5% |
| 7D | -1.6% | -2.3% | +0.7% | -1.6% |
| 30D | -10.4% | -18.7% | +8.3% | -10.3% |
| 3M | -5.6% | -29.3% | +23.7% | -5.5% |
| 6M | -30.4% | -42.3% | +11.9% | -30.3% |
| YTD | -8.5% | +2.5% | -11.0% | -8.7% |
| 1Y | -8.3% | -5.7% | -2.7% | -8.6% |
| 3Y | +28.2% | +764.9% | -736.7% | +25.6% |
| 5Y | +56.7% | +182.3% | -125.6% | +53.8% |
| 10Y | +189.3% | -98.5% | +287.8% | +174.2% |
| All | +189.3% | -98.5% | +287.8% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RCAT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling