-9.5%
NOC vs BBY
+24.8%
-34.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.2% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | -9.7% | +9.4% | -19.1% | -10.1% |
| 3M | -5.6% | +19.3% | -25.0% | -6.7% |
| 6M | -28.6% | +47.9% | -76.5% | -30.8% |
| YTD | -7.9% | +39.6% | -47.4% | -9.8% |
| 1Y | -9.5% | +22.2% | -31.7% | -8.9% |
| All | -9.5% | +24.8% | -34.3% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling