+1,509.2%
NOC vs BIDU
+1,407.1%
+102.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.6% | -2.9% |
| 7D | -5.2% | +2.4% | -7.6% | -5.4% |
| 30D | -7.2% | -10.5% | +3.3% | -6.5% |
| 3M | -5.1% | -26.2% | +21.1% | -2.9% |
| 6M | -31.1% | -16.4% | -14.7% | -30.4% |
| YTD | -8.6% | -23.9% | +15.3% | -7.1% |
| 1Y | -9.7% | +1.3% | -11.0% | -10.9% |
| 3Y | +24.3% | -32.1% | +56.4% | +25.2% |
| 5Y | +52.6% | -39.0% | +91.6% | +49.9% |
| 10Y | +183.6% | -44.0% | +227.6% | +167.1% |
| All | +1,509.2% | +1,407.1% | +102.1% | +1,033.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling