+1,789.8%
NOC vs BUD
+215.1%
+1,574.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.0% |
| 7D | +4.9% | +0.5% | +4.4% | +4.7% |
| 30D | +13.6% | +7.4% | +6.2% | +11.4% |
| 3M | -3.9% | +4.3% | -8.2% | -5.1% |
| 6M | +1.4% | +5.3% | -3.9% | -0.4% |
| YTD | -2.2% | +33.2% | -35.4% | -9.9% |
| 1Y | -1.2% | +31.8% | -33.0% | -8.8% |
| 3Y | +25.0% | +47.8% | -22.8% | +10.2% |
| 5Y | +66.0% | +50.2% | +15.8% | +42.2% |
| 10Y | +161.4% | -4.8% | +166.2% | +145.7% |
| All | +1,789.8% | +215.1% | +1,574.8% | +956.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling