+134.1%
BP vs NOC
+192.5%
-58.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | +0.8% | +4.5% | +5.0% |
| 30D | +8.7% | -9.7% | +18.4% | +11.9% |
| 3M | +9.3% | -5.6% | +15.0% | +10.9% |
| 6M | +13.6% | -28.6% | +42.2% | +25.0% |
| YTD | +37.7% | -7.9% | +45.5% | +39.6% |
| 1Y | +40.6% | -9.5% | +50.2% | +43.2% |
| 3Y | +40.3% | +28.4% | +12.0% | +24.4% |
| 5Y | +141.4% | +59.0% | +82.5% | +91.9% |
| All | +134.1% | +192.5% | -58.3% | +67.4% |
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