+1,470.1%
BA vs NOC
+16,780.9%
-15,310.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +1.1% | -5.8% | +6.9% | +3.5% |
| 30D | -7.9% | +10.9% | -18.8% | -12.0% |
| 3M | -25.3% | -7.1% | -18.2% | -23.3% |
| 6M | -24.6% | -5.3% | -19.2% | -23.3% |
| YTD | -20.1% | -6.8% | -13.3% | -18.8% |
| 1Y | -11.8% | -6.7% | -5.0% | -10.4% |
| 3Y | -10.1% | +17.2% | -27.3% | -19.0% |
| 5Y | -22.7% | +56.3% | -79.0% | -40.7% |
| 10Y | +35.1% | +173.7% | -138.7% | -16.6% |
| All | +1,470.1% | +16,780.9% | -15,310.7% | +262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling