+275.1%
BLK vs NOC
+192.5%
+82.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.3% | +0.8% | -4.1% | -3.5% |
| 30D | -6.5% | -9.7% | +3.2% | -3.5% |
| 3M | +6.7% | -5.6% | +12.4% | +8.5% |
| 6M | +14.7% | -28.6% | +43.3% | +27.2% |
| YTD | +2.5% | -7.9% | +10.4% | +3.8% |
| 1Y | -2.8% | -9.5% | +6.8% | -1.2% |
| 3Y | +65.9% | +28.4% | +37.5% | +44.2% |
| 5Y | +33.0% | +59.0% | -26.0% | 0.0% |
| All | +275.1% | +192.5% | +82.6% | +113.2% |
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