+65.8%
NOC vs QS
-90.5%
+156.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.2% |
| 7D | +4.8% | -14.0% | +18.9% | +4.8% |
| 30D | +11.0% | -6.4% | +17.4% | +11.0% |
| 3M | -3.8% | -40.3% | +36.5% | -3.7% |
| 6M | +0.6% | -57.5% | +58.2% | +0.9% |
| YTD | -2.3% | -64.7% | +62.4% | -2.0% |
| 1Y | +0.3% | -72.9% | +73.1% | +0.6% |
| 3Y | +24.6% | -33.5% | +58.1% | +24.6% |
| All | +65.8% | -90.5% | +156.3% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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