+189.8%
NOC vs RMBS
+566.4%
-376.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +0.8% | +1.8% | -1.0% | +0.7% |
| 30D | -9.7% | -13.9% | +4.2% | -9.1% |
| 3M | -5.6% | -39.8% | +34.2% | -3.6% |
| 6M | -28.6% | -6.0% | -22.6% | -29.7% |
| YTD | -7.9% | -5.4% | -2.5% | -9.8% |
| 1Y | -9.5% | -1.8% | -7.7% | -12.2% |
| 3Y | +28.4% | +53.7% | -25.3% | +15.0% |
| 5Y | +59.0% | +268.5% | -209.6% | +16.2% |
| All | +189.8% | +566.4% | -376.6% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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