+375.0%
RCL vs NOC
+158.6%
+216.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.3% |
| 7D | +8.5% | -0.3% | +8.8% | +8.5% |
| 30D | +20.4% | +14.1% | +6.3% | +15.3% |
| 3M | +11.0% | -4.6% | +15.6% | +12.2% |
| 6M | +24.9% | +0.7% | +24.1% | +23.5% |
| YTD | +23.9% | -2.6% | +26.5% | +22.4% |
| 1Y | +30.8% | -1.0% | +31.8% | +28.5% |
| 3Y | +270.4% | +24.5% | +245.9% | +223.5% |
| 5Y | +296.1% | +64.3% | +231.8% | +181.4% |
| 10Y | +375.0% | +162.8% | +212.3% | +204.9% |
| All | +375.0% | +158.6% | +216.4% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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