+2,988.8%
NOC vs BB
+258.8%
+2,729.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.2% | -5.6% | +0.5% | -4.9% |
| 30D | -7.2% | -11.8% | +4.6% | -6.7% |
| 3M | -5.1% | -25.5% | +20.4% | -4.2% |
| 6M | -31.1% | +121.3% | -152.3% | -34.1% |
| YTD | -8.6% | +103.2% | -111.8% | -12.3% |
| 1Y | -9.7% | +102.6% | -112.4% | -13.5% |
| 3Y | +24.3% | +37.5% | -13.2% | +19.2% |
| 5Y | +52.6% | -30.4% | +83.1% | +49.4% |
| 10Y | +183.6% | 0.0% | +183.6% | +156.3% |
| All | +2,988.8% | +258.8% | +2,729.9% | +2,507.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling