+56.9%
NOC vs BTDR
+26.7%
+30.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.7% |
| 7D | -2.7% | +22.4% | -25.1% | -2.5% |
| 30D | -8.9% | +16.5% | -25.3% | -8.6% |
| 3M | -3.7% | -31.5% | +27.8% | -3.8% |
| 6M | -30.8% | +74.0% | -104.8% | -30.3% |
| YTD | -7.9% | +13.0% | -21.0% | -7.5% |
| 1Y | -9.4% | -0.2% | -9.2% | -8.8% |
| 3Y | +29.0% | +9.9% | +19.1% | +31.8% |
| 5Y | +56.1% | +28.1% | +27.9% | +63.8% |
| All | +56.9% | +26.7% | +30.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling