+60.4%
NOC vs RCAT
+71.1%
-10.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.4% | -8.7% | +2.5% |
| 7D | -2.9% | +1.1% | -4.0% | -3.0% |
| 30D | +12.1% | -22.0% | +34.1% | +12.5% |
| 3M | -5.3% | -51.1% | +45.9% | -4.1% |
| 6M | -1.0% | -56.6% | +55.6% | +0.1% |
| YTD | -4.3% | -43.3% | +38.9% | -3.8% |
| 1Y | -3.6% | -51.5% | +47.9% | -3.0% |
| 3Y | +22.9% | +411.4% | -388.5% | +16.8% |
| 5Y | +60.4% | +74.4% | -14.0% | +55.0% |
| All | +60.4% | +71.1% | -10.7% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling