-7.5%
NOC vs BUD
+38.4%
-45.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.6% | -4.9% |
| 7D | -5.0% | +3.3% | -8.3% | -5.4% |
| 30D | +10.3% | +11.8% | -1.5% | +8.6% |
| 3M | -4.3% | -1.1% | -3.2% | -4.6% |
| 6M | -6.5% | +14.9% | -21.4% | -9.6% |
| YTD | -6.7% | +32.6% | -39.3% | -12.1% |
| 1Y | -7.5% | +37.2% | -44.7% | -12.7% |
| All | -7.5% | +38.4% | -45.9% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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