+28.4%
NOC vs BBY
+42.8%
-14.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.1% |
| 7D | +0.8% | +0.6% | +0.2% | +0.8% |
| 30D | -9.7% | +9.4% | -19.1% | -9.9% |
| 3M | -5.6% | +19.3% | -25.0% | -6.1% |
| 6M | -28.6% | +47.9% | -76.5% | -29.4% |
| YTD | -7.9% | +39.6% | -47.4% | -8.8% |
| 1Y | -9.5% | +22.2% | -31.7% | -10.3% |
| 3Y | +28.4% | +45.0% | -16.6% | +29.9% |
| All | +28.4% | +42.8% | -14.4% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling