+3,201.4%
NOC vs BB
+314.8%
+2,886.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.5% |
| 3M | -3.8% | -1.0% | -2.8% | -4.0% |
| 6M | +0.6% | +45.9% | -45.3% | -1.9% |
| YTD | -2.3% | +134.8% | -137.1% | -7.1% |
| 1Y | +0.3% | +104.6% | -104.3% | -4.1% |
| 3Y | +24.6% | +152.8% | -128.2% | +15.9% |
| 5Y | +66.0% | -17.4% | +83.4% | +61.1% |
| 10Y | +161.2% | +22.4% | +138.7% | +133.2% |
| All | +3,201.4% | +314.8% | +2,886.6% | +2,662.1% |
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 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