+9.7%
BKR vs NOC
-7.1%
+16.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.5% | -1.0% | -5.2% |
| 7D | -8.8% | -5.0% | -3.8% | -8.4% |
| 30D | -13.1% | +10.3% | -23.4% | -13.9% |
| 3M | -18.9% | -4.3% | -14.6% | -18.6% |
| 6M | -27.2% | -6.5% | -20.7% | -26.8% |
| YTD | +10.7% | -6.7% | +17.4% | +5.3% |
| 1Y | +9.7% | -7.5% | +17.1% | +5.0% |
| All | +9.7% | -7.1% | +16.7% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling