+189.8%
NOC vs BG
+166.7%
+23.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.3% |
| 7D | +0.8% | +3.1% | -2.3% | +0.2% |
| 30D | -9.7% | +10.2% | -19.9% | -11.3% |
| 3M | -5.6% | -1.7% | -4.0% | -5.6% |
| 6M | -28.6% | +1.0% | -29.6% | -29.1% |
| YTD | -7.9% | +39.9% | -47.8% | -13.9% |
| 1Y | -9.5% | +53.2% | -62.7% | -17.2% |
| 3Y | +28.4% | +16.3% | +12.1% | +22.5% |
| 5Y | +59.0% | +83.9% | -24.9% | +36.9% |
| All | +189.8% | +166.7% | +23.2% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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