+56.7%
NOC vs BB
-25.5%
+82.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -1.6% | +1.8% | -3.4% | -1.6% |
| 30D | -10.4% | -12.2% | +1.9% | -10.4% |
| 3M | -5.6% | -12.3% | +6.7% | -5.8% |
| 6M | -30.4% | +122.7% | -153.1% | -30.5% |
| YTD | -8.5% | +104.5% | -113.0% | -8.7% |
| 1Y | -8.3% | +106.7% | -115.0% | -8.5% |
| 3Y | +28.2% | +70.0% | -41.7% | +27.8% |
| 5Y | +56.7% | -27.8% | +84.5% | +59.0% |
| All | +56.7% | -25.5% | +82.2% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling