+58.9%
NOC vs JBL
+390.6%
-331.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.4% | +0.6% |
| 7D | -1.8% | -1.0% | -0.7% | -1.8% |
| 30D | -9.4% | -15.1% | +5.6% | -9.7% |
| 3M | -3.8% | -14.0% | +10.2% | -4.1% |
| 6M | -28.8% | +20.6% | -49.4% | -28.8% |
| YTD | -7.9% | +32.9% | -40.8% | -8.0% |
| 1Y | -9.0% | +40.5% | -49.6% | -9.2% |
| 3Y | +29.1% | +183.7% | -154.7% | +26.2% |
| 5Y | +58.9% | +388.3% | -329.4% | +50.4% |
| All | +58.9% | +390.6% | -331.7% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling