+1,502.0%
NOC vs BLDR
+414.6%
+1,087.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.7% |
| 7D | -5.2% | -2.8% | -2.3% | -4.9% |
| 30D | -7.2% | -13.3% | +6.1% | -6.1% |
| 3M | -5.1% | -12.3% | +7.1% | -4.4% |
| 6M | -31.1% | -31.5% | +0.4% | -29.1% |
| YTD | -8.6% | -36.1% | +27.5% | -5.5% |
| 1Y | -9.7% | -54.1% | +44.4% | -3.9% |
| 3Y | +24.3% | -55.8% | +80.0% | +29.9% |
| 5Y | +52.6% | +20.7% | +31.9% | +41.4% |
| 10Y | +183.6% | +390.2% | -206.6% | +118.3% |
| All | +1,502.0% | +414.6% | +1,087.4% | +868.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling