+342.5%
RCL vs NOC
+186.7%
+155.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -2.2% | -1.6% | -0.6% | -1.7% |
| 30D | -15.7% | -10.4% | -5.3% | -12.8% |
| 3M | -8.0% | -5.6% | -2.4% | -6.7% |
| 6M | -10.1% | -30.4% | +20.3% | +0.3% |
| YTD | -5.9% | -8.5% | +2.6% | -4.9% |
| 1Y | -23.5% | -8.3% | -15.2% | -22.8% |
| 3Y | +174.4% | +28.2% | +146.2% | +133.2% |
| 5Y | +227.1% | +56.7% | +170.4% | +134.6% |
| 10Y | +342.5% | +189.3% | +153.2% | +167.5% |
| All | +342.5% | +186.7% | +155.8% | +167.5% |
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