+189.8%
NOC vs BB
+1.6%
+188.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | -9.7% | -12.5% | +2.8% | -9.4% |
| 3M | -5.6% | -17.4% | +11.8% | -5.4% |
| 6M | -28.6% | +119.1% | -147.7% | -30.5% |
| YTD | -7.9% | +102.4% | -110.3% | -10.1% |
| 1Y | -9.5% | +98.2% | -107.7% | -11.8% |
| 3Y | +28.4% | +46.9% | -18.6% | +25.2% |
| 5Y | +59.0% | -26.4% | +85.3% | +57.9% |
| All | +189.8% | +1.6% | +188.2% | +157.1% |
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