+34.3%
BP vs NOC
-10.0%
+44.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.9% |
| 7D | +3.9% | -5.2% | +9.1% | +4.7% |
| 30D | +7.6% | -7.2% | +14.8% | +8.7% |
| 3M | +0.7% | -5.1% | +5.8% | +1.2% |
| 6M | +15.5% | -31.1% | +46.6% | +24.4% |
| YTD | +30.8% | -8.6% | +39.4% | +31.8% |
| 1Y | +34.3% | -9.7% | +44.0% | +33.3% |
| All | +34.3% | -10.0% | +44.3% | +33.3% |
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 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