+521.9%
BKR vs NOC
+16,586.0%
-16,064.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.3% | -6.9% |
| 7D | -6.7% | -1.8% | -4.9% | -6.1% |
| 30D | -8.3% | -9.4% | +1.1% | -5.3% |
| 3M | -5.4% | -3.8% | -1.6% | -4.5% |
| 6M | +0.8% | -28.8% | +29.6% | +12.3% |
| YTD | +31.8% | -7.9% | +39.7% | +33.8% |
| 1Y | +28.6% | -9.0% | +37.6% | +30.8% |
| 3Y | +71.2% | +29.1% | +42.2% | +51.0% |
| 5Y | +179.2% | +58.9% | +120.3% | +125.4% |
| 10Y | +124.0% | +191.2% | -67.3% | +44.8% |
| All | +521.9% | +16,586.0% | -16,064.1% | +96.3% |
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