+1,073.3%
NOC vs BR
+1,286.0%
-212.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.6% |
| 7D | -2.7% | -5.9% | +3.3% | -0.6% |
| 30D | -8.9% | +1.9% | -10.8% | -9.6% |
| 3M | -3.7% | +14.7% | -18.3% | -8.7% |
| 6M | -30.8% | -12.8% | -18.0% | -28.0% |
| YTD | -7.9% | -23.0% | +15.1% | -0.2% |
| 1Y | -9.4% | -31.7% | +22.2% | +2.5% |
| 3Y | +29.0% | -4.8% | +33.7% | +27.1% |
| 5Y | +56.1% | +7.8% | +48.2% | +43.2% |
| 10Y | +186.3% | +184.1% | +2.2% | +73.6% |
| All | +1,073.3% | +1,286.0% | -212.7% | +256.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling