+16,820.8%
NOC vs BN
+15,786.9%
+1,033.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | +14.1% | +13.6% | +0.5% | +10.9% |
| 3M | -4.5% | -6.7% | +2.2% | -3.3% |
| 6M | -0.8% | -9.0% | +8.2% | +0.8% |
| YTD | -2.5% | -8.8% | +6.3% | -1.4% |
| 1Y | -0.1% | -10.6% | +10.5% | +1.4% |
| 3Y | +24.6% | +98.8% | -74.2% | +4.4% |
| 5Y | +65.6% | +33.6% | +32.0% | +47.7% |
| 10Y | +160.5% | +298.3% | -137.8% | +79.1% |
| All | +16,820.8% | +15,786.9% | +1,033.8% | +9,104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling