+161.4%
NOC vs RCAT
-99.7%
+261.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.4% |
| 7D | +4.9% | +7.2% | -2.4% | +4.8% |
| 30D | +13.6% | -20.4% | +34.0% | +13.7% |
| 3M | -3.9% | -59.8% | +55.9% | -3.4% |
| 6M | +1.4% | -61.9% | +63.3% | +1.8% |
| YTD | -2.2% | -45.9% | +43.7% | -2.1% |
| 1Y | -1.2% | -50.5% | +49.3% | -1.1% |
| 3Y | +25.0% | +387.5% | -362.5% | +22.9% |
| 5Y | +66.0% | +70.9% | -4.9% | +63.5% |
| 10Y | +161.4% | -99.7% | +261.1% | +149.6% |
| All | +161.4% | -99.7% | +261.1% | +149.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling