+1,845.8%
NOC vs RCAT
-100.0%
+1,945.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.5% |
| 7D | -5.2% | -1.4% | -3.8% | -5.2% |
| 30D | -7.2% | -3.3% | -3.9% | -7.2% |
| 3M | -5.1% | -43.2% | +38.1% | -5.0% |
| 6M | -31.1% | -43.2% | +12.1% | -31.0% |
| YTD | -8.6% | +5.5% | -14.1% | -8.7% |
| 1Y | -9.7% | -1.6% | -8.1% | -9.8% |
| 3Y | +24.3% | +773.7% | -749.4% | +23.3% |
| 5Y | +52.6% | +187.6% | -135.0% | +51.5% |
| 10Y | +183.6% | -98.5% | +282.0% | +173.8% |
| All | +1,845.8% | -100.0% | +1,945.8% | +1,598.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling