-11.6%
NOC vs Q
+75.3%
-86.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.8% |
| 7D | -2.7% | +6.7% | -9.4% | -2.5% |
| 30D | -8.9% | -10.6% | +1.7% | -9.2% |
| 3M | -3.7% | -14.6% | +10.9% | -4.7% |
| 6M | -30.8% | +12.1% | -42.9% | -31.7% |
| YTD | -7.9% | +51.3% | -59.2% | -11.4% |
| All | -11.6% | +75.3% | -86.9% | -15.9% |
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