+189.8%
NOC vs JBL
+1,558.3%
-1,368.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.5% |
| 7D | +0.8% | +2.4% | -1.6% | +0.5% |
| 30D | -9.7% | -13.1% | +3.4% | -8.6% |
| 3M | -5.6% | -15.6% | +9.9% | -4.4% |
| 6M | -28.6% | +24.6% | -53.1% | -31.0% |
| YTD | -7.9% | +39.6% | -47.5% | -12.5% |
| 1Y | -9.5% | +48.6% | -58.1% | -15.0% |
| 3Y | +28.4% | +197.3% | -168.9% | +5.7% |
| 5Y | +59.0% | +413.0% | -354.0% | +15.3% |
| All | +189.8% | +1,558.3% | -1,368.5% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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