-7.5%
NOC vs BB
+88.0%
-95.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.0% | -11.5% | -4.2% |
| 7D | -5.0% | -6.8% | +1.8% | -5.1% |
| 30D | +10.3% | -3.5% | +13.9% | +10.3% |
| 3M | -4.3% | -1.2% | -3.1% | -4.2% |
| 6M | -6.5% | +57.0% | -63.5% | -5.0% |
| YTD | -6.7% | +131.1% | -137.9% | -2.8% |
| 1Y | -7.5% | +87.6% | -95.1% | -3.8% |
| All | -7.5% | +88.0% | -95.5% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling