+57.0%
NOC vs BTDR
+19.6%
+37.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | 0.0% |
| 7D | +0.8% | -3.4% | +4.2% | +0.7% |
| 30D | -9.7% | +32.6% | -42.3% | -9.4% |
| 3M | -5.6% | -32.2% | +26.6% | -5.8% |
| 6M | -28.6% | +52.4% | -80.9% | -28.1% |
| YTD | -7.9% | +6.7% | -14.6% | -7.5% |
| 1Y | -9.5% | -15.2% | +5.7% | -9.1% |
| 3Y | +28.4% | +14.9% | +13.5% | +30.9% |
| 5Y | +59.0% | +20.8% | +38.2% | +66.7% |
| All | +57.0% | +19.6% | +37.4% | +63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling