+142.2%
BP vs NOC
+160.0%
-17.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | +3.8% | +4.8% | -1.0% | +2.3% |
| 30D | -5.3% | +11.0% | -16.3% | -8.3% |
| 3M | +9.3% | -3.8% | +13.0% | +10.2% |
| 6M | +7.2% | +0.6% | +6.6% | +6.4% |
| YTD | +38.0% | -2.3% | +40.3% | +37.4% |
| 1Y | +33.2% | +0.3% | +33.0% | +31.4% |
| 3Y | +50.3% | +24.6% | +25.7% | +35.1% |
| 5Y | +114.1% | +66.0% | +48.1% | +68.0% |
| All | +142.2% | +160.0% | -17.9% | +79.6% |
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