+189.8%
NOC vs BR
+189.7%
+0.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.8% | -3.0% | +3.7% | +1.7% |
| 30D | -9.7% | -0.3% | -9.4% | -9.7% |
| 3M | -5.6% | +17.3% | -22.9% | -10.6% |
| 6M | -28.6% | -6.7% | -21.9% | -27.5% |
| YTD | -7.9% | -23.4% | +15.6% | -0.7% |
| 1Y | -9.5% | -32.7% | +23.1% | +1.7% |
| 3Y | +28.4% | -5.9% | +34.3% | +27.0% |
| 5Y | +59.0% | +8.4% | +50.5% | +46.5% |
| All | +189.8% | +189.7% | +0.2% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling