+157.4%
NOC vs BB
+21.8%
+135.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | +4.8% | +1.8% | +3.0% | +4.8% |
| 30D | +11.0% | +8.1% | +2.9% | +10.8% |
| 3M | -3.8% | -1.0% | -2.8% | -3.9% |
| 6M | +0.6% | +45.9% | -45.3% | -0.8% |
| YTD | -2.3% | +134.8% | -137.1% | -5.0% |
| 1Y | +0.3% | +104.6% | -104.3% | -2.2% |
| 3Y | +24.6% | +152.8% | -128.2% | +19.3% |
| 5Y | +66.0% | -17.4% | +83.4% | +64.7% |
| All | +157.4% | +21.8% | +135.6% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling