+161.4%
NOC vs BAH
+211.3%
-49.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +4.9% | -1.6% | +6.5% | +5.4% |
| 30D | +13.6% | +18.0% | -4.4% | +7.3% |
| 3M | -3.9% | +11.4% | -15.3% | -7.6% |
| 6M | +1.4% | +17.7% | -16.3% | -5.0% |
| YTD | -2.2% | +5.4% | -7.6% | -6.2% |
| 1Y | -1.2% | +2.8% | -4.0% | -4.7% |
| 3Y | +25.0% | -26.7% | +51.7% | +28.5% |
| 5Y | +66.0% | +8.1% | +58.0% | +41.0% |
| 10Y | +161.4% | +202.5% | -41.1% | +60.5% |
| All | +161.4% | +211.3% | -49.9% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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