+1,361.3%
BP vs NOC
+17,233.0%
-15,871.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.5% | -0.6% |
| 7D | -6.9% | -2.9% | -3.9% | -6.1% |
| 30D | -3.6% | +12.1% | -15.7% | -6.5% |
| 3M | +8.4% | -5.3% | +13.7% | +9.8% |
| 6M | +5.3% | -1.0% | +6.4% | +5.1% |
| YTD | +33.2% | -4.3% | +37.5% | +33.5% |
| 1Y | +28.2% | -3.6% | +31.8% | +28.2% |
| 3Y | +49.2% | +22.9% | +26.3% | +37.5% |
| 5Y | +102.9% | +60.4% | +42.5% | +71.1% |
| 10Y | +127.7% | +161.3% | -33.6% | +65.9% |
| All | +1,361.3% | +17,233.0% | -15,871.7% | +441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling