+189.3%
NOC vs BAH
+186.6%
+2.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | -1.3% | -0.2% | -1.1% |
| 30D | -10.4% | -6.6% | -3.8% | -8.4% |
| 3M | -5.6% | -7.2% | +1.5% | -3.7% |
| 6M | -30.4% | -10.0% | -20.4% | -28.6% |
| YTD | -8.5% | -12.5% | +4.0% | -6.3% |
| 1Y | -8.3% | -27.9% | +19.6% | -0.1% |
| 3Y | +28.2% | -31.4% | +59.6% | +33.0% |
| 5Y | +56.7% | -3.2% | +60.0% | +37.4% |
| 10Y | +189.3% | +191.5% | -2.1% | +83.6% |
| All | +189.3% | +186.6% | +2.7% | +83.6% |
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