+24.7%
NOC vs BROS
+27.4%
-2.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +4.9% | -20.4% | +25.3% | +4.1% |
| 30D | +13.6% | -6.1% | +19.7% | +13.5% |
| 3M | -3.9% | -29.4% | +25.5% | -5.0% |
| 6M | +1.4% | -31.5% | +32.9% | +0.2% |
| YTD | -2.2% | -42.8% | +40.6% | -3.8% |
| 1Y | -1.2% | -37.5% | +36.3% | -2.5% |
| All | +24.7% | +27.4% | -2.6% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling