+56.1%
NOC vs RCAT
+192.8%
-136.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.6% |
| 7D | -2.7% | +5.4% | -8.1% | -2.8% |
| 30D | -8.9% | -5.6% | -3.3% | -8.8% |
| 3M | -3.7% | -30.2% | +26.5% | -3.2% |
| 6M | -30.8% | -43.4% | +12.6% | -30.4% |
| YTD | -7.9% | +9.6% | -17.6% | -8.5% |
| 1Y | -9.4% | -2.0% | -7.5% | -10.0% |
| 3Y | +29.0% | +825.0% | -796.0% | +21.2% |
| 5Y | +56.1% | +199.8% | -143.8% | +48.0% |
| All | +56.1% | +192.8% | -136.7% | +48.0% |
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