+58.9%
NOC vs BTDR
+16.5%
+42.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.1% | +0.6% |
| 7D | -1.8% | -3.2% | +1.4% | -1.8% |
| 30D | -9.4% | +32.7% | -42.1% | -9.1% |
| 3M | -3.8% | -28.4% | +24.5% | -3.9% |
| 6M | -28.8% | +51.7% | -80.5% | -28.3% |
| YTD | -7.9% | +2.9% | -10.7% | -7.5% |
| 1Y | -9.0% | -15.5% | +6.4% | -8.6% |
| 3Y | +29.1% | 0.0% | +29.1% | +31.7% |
| 5Y | +58.9% | +16.5% | +42.5% | +65.6% |
| All | +58.9% | +16.5% | +42.5% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling