-7.5%
NOC vs BTDR
-69.9%
+62.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.6% | +1.1% | -4.6% |
| 7D | -5.0% | -17.6% | +12.6% | -5.1% |
| 30D | +10.3% | -40.3% | +50.6% | +10.0% |
| 3M | -4.3% | -42.6% | +38.3% | -4.5% |
| 6M | -6.5% | -46.3% | +39.8% | -7.5% |
| YTD | -6.7% | -41.7% | +35.0% | -7.3% |
| 1Y | -7.5% | -69.4% | +61.9% | -7.1% |
| All | -7.5% | -69.9% | +62.4% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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