-6.4%
NOC vs Q
+75.8%
-82.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +1.7% |
| 7D | -0.3% | +4.0% | -4.3% | -0.1% |
| 30D | +14.1% | -2.3% | +16.5% | +14.1% |
| 3M | -4.6% | -7.9% | +3.3% | -4.7% |
| 6M | +0.7% | -16.0% | +16.7% | 0.0% |
| YTD | -2.6% | +51.7% | -54.3% | -6.1% |
| 1Y | -1.0% | +28.3% | -29.3% | -5.7% |
| All | -6.4% | +75.8% | -82.3% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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