+67.8%
NOC vs BROS
+10.5%
+57.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | +0.3% |
| 7D | +4.8% | +6.3% | -1.5% | +4.9% |
| 30D | +11.0% | -8.3% | +19.4% | +11.0% |
| 3M | -3.8% | -29.8% | +26.0% | -4.0% |
| 6M | +0.6% | -25.8% | +26.5% | +0.5% |
| YTD | -2.3% | -41.4% | +39.1% | -2.5% |
| 1Y | +0.3% | -35.2% | +35.4% | 0.0% |
| 3Y | +24.6% | +32.8% | -8.2% | +22.1% |
| 5Y | +66.0% | -42.2% | +108.1% | +62.2% |
| All | +67.8% | +10.5% | +57.3% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling