+65.8%
NOC vs BN
+31.1%
+34.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +4.8% | -1.0% | +5.8% | +4.9% |
| 30D | +11.0% | +14.0% | -2.9% | +9.8% |
| 3M | -3.8% | -9.0% | +5.2% | -3.2% |
| 6M | +0.6% | -8.8% | +9.5% | +1.2% |
| YTD | -2.3% | -10.3% | +8.0% | -1.7% |
| 1Y | +0.3% | -5.8% | +6.1% | +0.6% |
| 3Y | +24.6% | +94.8% | -70.2% | +17.4% |
| All | +65.8% | +31.1% | +34.8% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling