+57.9%
NOC vs RMBS
+267.8%
-209.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | -1.6% | +3.5% | -5.0% | -1.5% |
| 30D | -10.4% | -8.6% | -1.8% | -10.5% |
| 3M | -5.6% | -40.3% | +34.7% | -6.2% |
| 6M | -30.4% | -1.0% | -29.4% | -30.6% |
| YTD | -8.5% | -4.6% | -3.9% | -8.8% |
| 1Y | -8.3% | +17.6% | -25.9% | -8.3% |
| 3Y | +28.2% | +58.6% | -30.4% | +27.8% |
| All | +57.9% | +267.8% | -209.9% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling