+28.4%
NOC vs JBL
+195.4%
-167.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | +0.2% |
| 7D | +0.8% | +2.4% | -1.6% | +0.9% |
| 30D | -9.7% | -13.1% | +3.4% | -10.3% |
| 3M | -5.6% | -15.6% | +9.9% | -6.3% |
| 6M | -28.6% | +24.6% | -53.1% | -27.9% |
| YTD | -7.9% | +39.6% | -47.5% | -6.6% |
| 1Y | -9.5% | +48.6% | -58.1% | -8.0% |
| 3Y | +28.4% | +197.3% | -168.9% | +31.7% |
| All | +28.4% | +195.4% | -167.1% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling