+1,354.5%
NOC vs QID
-100.0%
+1,454.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.2% |
| 7D | +4.5% | -11.8% | +16.4% | +1.7% |
| 30D | +14.1% | +14.2% | -0.1% | +17.9% |
| 3M | -4.5% | +8.8% | -13.2% | -2.3% |
| 6M | -0.8% | +1.5% | -2.3% | +0.2% |
| YTD | -2.5% | -23.8% | +21.3% | -7.7% |
| 1Y | -0.1% | -22.0% | +21.9% | -4.7% |
| 3Y | +24.6% | -71.9% | +96.5% | -5.4% |
| 5Y | +65.6% | -77.6% | +143.2% | +27.7% |
| 10Y | +160.5% | -99.1% | +259.6% | -14.9% |
| All | +1,354.5% | -100.0% | +1,454.5% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling