+2,264.8%
NOC vs BG
+1,181.2%
+1,083.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | -10.4% | +10.3% | -20.7% | -12.1% |
| 3M | -5.6% | -1.9% | -3.7% | -5.5% |
| 6M | -30.4% | +5.2% | -35.6% | -31.5% |
| YTD | -8.5% | +41.2% | -49.6% | -14.7% |
| 1Y | -8.3% | +50.5% | -58.9% | -15.9% |
| 3Y | +28.2% | +19.9% | +8.3% | +21.3% |
| 5Y | +56.7% | +86.7% | -30.0% | +34.4% |
| 10Y | +189.3% | +167.5% | +21.9% | +121.4% |
| All | +2,264.8% | +1,181.2% | +1,083.6% | +1,493.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling