-31.1%
NOC vs Q
+1.4%
-32.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.4% |
| 7D | -5.2% | +0.2% | -5.4% | -5.1% |
| 30D | -7.2% | -11.1% | +3.9% | -8.0% |
| 3M | -5.1% | -22.1% | +17.0% | -7.2% |
| 6M | -31.1% | +0.5% | -31.6% | -32.1% |
| All | -31.1% | +1.4% | -32.5% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling