+71.7%
NOC vs BBAI
-71.3%
+143.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | +0.8% | -1.7% | +2.5% | +0.8% |
| 30D | -9.7% | -12.0% | +2.3% | -9.7% |
| 3M | -5.6% | -30.7% | +25.0% | -5.6% |
| 6M | -28.6% | -30.7% | +2.1% | -28.6% |
| YTD | -7.9% | -46.9% | +39.0% | -7.9% |
| 1Y | -9.5% | -41.1% | +31.5% | -9.5% |
| 3Y | +28.4% | +65.9% | -37.5% | +28.7% |
| 5Y | +59.0% | -70.9% | +129.8% | +55.6% |
| All | +71.7% | -71.3% | +143.0% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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