+189.8%
NOC vs BIDU
-48.7%
+238.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.8% | -8.1% | +8.9% | +1.0% |
| 30D | -9.7% | -12.8% | +3.1% | -9.4% |
| 3M | -5.6% | -21.3% | +15.6% | -5.0% |
| 6M | -28.6% | -27.0% | -1.6% | -28.0% |
| YTD | -7.9% | -30.0% | +22.2% | -7.0% |
| 1Y | -9.5% | -18.3% | +8.7% | -9.3% |
| 3Y | +28.4% | -33.8% | +62.2% | +29.1% |
| 5Y | +59.0% | -44.3% | +103.3% | +60.1% |
| All | +189.8% | -48.7% | +238.5% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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