+58.9%
NOC vs BIDU
-45.6%
+104.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +0.6% |
| 7D | -1.8% | -5.2% | +3.5% | -1.8% |
| 30D | -9.4% | -14.5% | +5.0% | -9.5% |
| 3M | -3.8% | -22.9% | +19.0% | -3.9% |
| 6M | -28.8% | -27.8% | -0.9% | -28.8% |
| YTD | -7.9% | -30.7% | +22.8% | -7.9% |
| 1Y | -9.0% | -15.8% | +6.8% | -8.8% |
| 3Y | +29.1% | -33.2% | +62.3% | +29.0% |
| 5Y | +58.9% | -44.8% | +103.7% | +63.6% |
| All | +58.9% | -45.6% | +104.5% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling