+58.9%
NOC vs QID
-80.2%
+139.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.7% | +0.7% |
| 7D | -1.8% | +2.7% | -4.5% | -1.7% |
| 30D | -9.4% | +3.3% | -12.8% | -9.4% |
| 3M | -3.8% | -5.5% | +1.7% | -4.0% |
| 6M | -28.8% | -28.4% | -0.4% | -29.4% |
| YTD | -7.9% | -26.6% | +18.7% | -8.6% |
| 1Y | -9.0% | -34.1% | +25.1% | -10.0% |
| 3Y | +29.1% | -73.7% | +102.7% | +22.9% |
| 5Y | +58.9% | -80.7% | +139.6% | +47.0% |
| All | +58.9% | -80.2% | +139.1% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling