+7.6%
NOC vs BIYA
-99.8%
+107.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.5% |
| 7D | -5.2% | +1.3% | -6.5% | -5.2% |
| 30D | -7.2% | -21.0% | +13.8% | -7.2% |
| 3M | -5.1% | -74.3% | +69.2% | -5.6% |
| 6M | -31.1% | -84.6% | +53.6% | -30.9% |
| YTD | -8.6% | -94.2% | +85.6% | -8.4% |
| 1Y | -9.7% | -98.2% | +88.5% | -10.6% |
| All | +7.6% | -99.8% | +107.3% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling