+1,227.0%
NOC vs BAH
+1,077.1%
+149.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 3M | -3.9% | +11.4% | -15.3% | -7.3% |
| 6M | +1.4% | +17.7% | -16.3% | -4.5% |
| YTD | -2.2% | +5.4% | -7.6% | -5.8% |
| 1Y | -1.2% | +2.8% | -4.0% | -4.3% |
| 3Y | +25.0% | -26.7% | +51.7% | +29.1% |
| 5Y | +66.0% | +8.1% | +58.0% | +48.3% |
| 10Y | +161.4% | +202.5% | -41.1% | +73.5% |
| All | +1,227.0% | +1,077.1% | +149.9% | +508.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling