+6,071.1%
NOC vs JBL
+42,637.0%
-36,565.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.6% |
| 7D | -5.2% | +3.0% | -8.2% | -5.4% |
| 30D | -7.2% | -8.3% | +1.1% | -6.6% |
| 3M | -5.1% | -16.9% | +11.8% | -3.9% |
| 6M | -31.1% | +21.8% | -52.8% | -32.8% |
| YTD | -8.6% | +36.3% | -44.9% | -11.9% |
| 1Y | -9.7% | +49.5% | -59.2% | -13.9% |
| 3Y | +24.3% | +170.6% | -146.3% | +10.1% |
| 5Y | +52.6% | +408.4% | -355.8% | +26.1% |
| 10Y | +183.6% | +1,450.4% | -1,266.8% | +107.1% |
| All | +6,071.1% | +42,637.0% | -36,565.9% | +3,587.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling