+0.3%
NOC vs BLDR
-42.6%
+42.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | +4.8% | -3.0% | +7.8% | +4.9% |
| 30D | +11.0% | +20.1% | -9.1% | +9.8% |
| 3M | -3.8% | -17.5% | +13.7% | -3.5% |
| 6M | +0.6% | -16.1% | +16.7% | +0.3% |
| YTD | -2.3% | -41.0% | +38.7% | +0.8% |
| 1Y | +0.3% | -41.6% | +41.8% | +3.3% |
| All | +0.3% | -42.6% | +42.8% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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