+191.0%
NOC vs RCAT
-98.4%
+289.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.7% |
| 7D | -2.7% | +5.4% | -8.1% | -2.7% |
| 30D | -8.9% | -5.6% | -3.3% | -8.8% |
| 3M | -3.7% | -30.2% | +26.5% | -3.5% |
| 6M | -30.8% | -43.4% | +12.6% | -30.7% |
| YTD | -7.9% | +9.6% | -17.6% | -8.2% |
| 1Y | -9.4% | -2.0% | -7.5% | -9.7% |
| 3Y | +29.0% | +825.0% | -796.0% | +26.3% |
| 5Y | +56.1% | +199.8% | -143.8% | +53.1% |
| All | +191.0% | -98.4% | +289.4% | +175.7% |
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