+29.0%
NOC vs BN
+79.0%
-50.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.9% |
| 7D | -2.7% | -1.2% | -1.5% | -2.6% |
| 30D | -8.9% | -10.9% | +2.1% | -8.1% |
| 3M | -3.7% | -11.1% | +7.4% | -2.9% |
| 6M | -30.8% | -4.4% | -26.4% | -30.5% |
| YTD | -7.9% | -14.1% | +6.2% | -7.0% |
| 1Y | -9.4% | -11.1% | +1.6% | -8.7% |
| 3Y | +29.0% | +75.6% | -46.6% | +28.3% |
| All | +29.0% | +79.0% | -50.0% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling