-9.7%
NOC vs BROS
-35.3%
+25.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.5% |
| 7D | -5.2% | -6.7% | +1.5% | -5.5% |
| 30D | -7.2% | -29.1% | +21.9% | -9.0% |
| 3M | -5.1% | -16.7% | +11.6% | -5.9% |
| 6M | -31.1% | -11.6% | -19.5% | -31.1% |
| YTD | -8.6% | -23.9% | +15.3% | -9.3% |
| 1Y | -9.7% | -34.8% | +25.1% | -10.3% |
| All | -9.7% | -35.3% | +25.6% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling