+189.8%
NOC vs QID
-99.2%
+289.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.2% |
| 7D | +0.8% | +1.3% | -0.5% | +0.9% |
| 30D | -9.7% | +2.9% | -12.6% | -9.3% |
| 3M | -5.6% | -0.7% | -4.9% | -5.6% |
| 6M | -28.6% | -29.7% | +1.1% | -31.7% |
| YTD | -7.9% | -27.9% | +20.0% | -11.5% |
| 1Y | -9.5% | -34.6% | +25.0% | -14.1% |
| 3Y | +28.4% | -73.5% | +101.9% | +7.6% |
| 5Y | +59.0% | -81.0% | +140.0% | +32.9% |
| All | +189.8% | -99.2% | +289.0% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling