+22.9%
NOC vs RCAT
+390.2%
-367.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.4% | -8.7% | +2.4% |
| 7D | -2.9% | +1.1% | -4.0% | -3.0% |
| 30D | +12.1% | -22.0% | +34.1% | +12.6% |
| 3M | -5.3% | -51.1% | +45.9% | -4.0% |
| 6M | -1.0% | -56.6% | +55.6% | +0.3% |
| YTD | -4.3% | -43.3% | +38.9% | -3.6% |
| 1Y | -3.6% | -51.5% | +47.9% | -2.9% |
| 3Y | +22.9% | +411.4% | -388.5% | +15.7% |
| All | +22.9% | +390.2% | -367.3% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling