+573.2%
NOC vs BURL
+1,051.1%
-477.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.7% |
| 7D | -5.2% | -2.8% | -2.4% | -5.0% |
| 30D | -7.2% | -28.2% | +21.0% | -4.7% |
| 3M | -5.1% | -17.6% | +12.5% | -3.7% |
| 6M | -31.1% | -11.8% | -19.3% | -30.6% |
| YTD | -8.6% | -8.1% | -0.4% | -8.4% |
| 1Y | -9.7% | -12.0% | +2.2% | -9.4% |
| 3Y | +24.3% | +63.3% | -39.0% | +15.1% |
| 5Y | +52.6% | -10.8% | +63.4% | +49.1% |
| 10Y | +183.6% | +215.9% | -32.3% | +127.0% |
| All | +573.2% | +1,051.1% | -477.9% | +397.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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