+29.0%
NOC vs BB
+68.2%
-39.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.7% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | -8.9% | -12.4% | +3.5% | -9.1% |
| 3M | -3.7% | -15.3% | +11.6% | -4.0% |
| 6M | -30.8% | +128.8% | -159.6% | -29.8% |
| YTD | -7.9% | +107.7% | -115.6% | -6.7% |
| 1Y | -9.4% | +103.9% | -113.3% | -8.1% |
| 3Y | +29.0% | +72.6% | -43.6% | +30.2% |
| All | +29.0% | +68.2% | -39.2% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling