+24.3%
NOC vs QID
-72.1%
+96.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | +4.5% | -11.8% | +16.4% | +5.2% |
| 30D | +14.1% | +14.2% | -0.1% | +13.1% |
| 3M | -4.5% | +8.8% | -13.2% | -5.1% |
| 6M | -0.8% | +1.5% | -2.3% | -1.3% |
| YTD | -2.5% | -23.8% | +21.3% | -2.5% |
| 1Y | -0.1% | -22.0% | +21.9% | -0.1% |
| All | +24.3% | -72.1% | +96.4% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling