+189.3%
NOC vs BUD
-24.2%
+213.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -10.4% | -6.1% | -4.2% | -9.4% |
| 3M | -5.6% | -3.8% | -1.9% | -5.1% |
| 6M | -30.4% | +8.2% | -38.6% | -31.6% |
| YTD | -8.5% | +23.6% | -32.1% | -12.3% |
| 1Y | -8.3% | +33.4% | -41.8% | -13.4% |
| 3Y | +28.2% | +45.3% | -17.1% | +17.8% |
| 5Y | +56.7% | +44.3% | +12.5% | +41.1% |
| 10Y | +189.3% | -22.8% | +212.1% | +164.6% |
| All | +189.3% | -24.2% | +213.5% | +164.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling