+56.7%
NOC vs BAH
-3.7%
+60.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | -1.3% | -0.2% | -1.2% |
| 30D | -10.4% | -6.6% | -3.8% | -8.8% |
| 3M | -5.6% | -7.2% | +1.5% | -4.2% |
| 6M | -30.4% | -10.0% | -20.4% | -29.0% |
| YTD | -8.5% | -12.5% | +4.0% | -6.8% |
| 1Y | -8.3% | -27.9% | +19.6% | -2.0% |
| 3Y | +28.2% | -31.4% | +59.6% | +27.7% |
| 5Y | +56.7% | -3.2% | +60.0% | +33.4% |
| All | +56.7% | -3.7% | +60.4% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling