+135.7%
BP vs NOC
+163.6%
-27.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -0.8% | +4.9% | -5.6% | -2.2% |
| 30D | -3.1% | +13.6% | -16.7% | -6.8% |
| 3M | +6.2% | -3.9% | +10.0% | +7.1% |
| 6M | +4.8% | +1.4% | +3.4% | +3.7% |
| YTD | +35.2% | -2.2% | +37.4% | +34.5% |
| 1Y | +27.4% | -1.2% | +28.6% | +26.3% |
| 3Y | +49.8% | +25.0% | +24.7% | +34.5% |
| 5Y | +109.4% | +66.0% | +43.4% | +64.3% |
| 10Y | +135.7% | +161.4% | -25.7% | +75.7% |
| All | +135.7% | +163.6% | -27.9% | +75.7% |
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