-9.0%
NOC vs BIYA
-98.7%
+89.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | -1.8% | -1.3% | -0.5% | -1.8% |
| 30D | -9.4% | -15.9% | +6.5% | -9.4% |
| 3M | -3.8% | -81.2% | +77.4% | -4.5% |
| 6M | -28.8% | -88.2% | +59.5% | -28.4% |
| YTD | -7.9% | -94.1% | +86.3% | -6.6% |
| 1Y | -9.0% | -98.7% | +89.6% | -3.0% |
| All | -9.0% | -98.7% | +89.7% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling