-9.0%
NOC vs BROS
-33.2%
+24.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.0% | +0.5% |
| 7D | -1.8% | -6.1% | +4.3% | -2.1% |
| 30D | -9.4% | -12.4% | +2.9% | -10.1% |
| 3M | -3.8% | -27.9% | +24.1% | -5.4% |
| 6M | -28.8% | -16.8% | -12.0% | -29.1% |
| YTD | -7.9% | -29.0% | +21.2% | -8.9% |
| 1Y | -9.0% | -33.2% | +24.2% | -7.6% |
| All | -9.0% | -33.2% | +24.1% | -7.6% |
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