+69.2%
NOC vs QS
-43.2%
+112.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.7% |
| 7D | -2.7% | +2.2% | -4.9% | -2.7% |
| 30D | -8.9% | -8.1% | -0.8% | -8.9% |
| 3M | -3.7% | -27.0% | +23.3% | -3.7% |
| 6M | -30.8% | -16.4% | -14.4% | -30.8% |
| YTD | -7.9% | -46.4% | +38.4% | -8.0% |
| 1Y | -9.4% | -41.1% | +31.7% | -9.4% |
| 3Y | +29.0% | -18.6% | +47.6% | +29.5% |
| 5Y | +56.1% | -73.0% | +129.1% | +56.5% |
| All | +69.2% | -43.2% | +112.5% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling