-9.7%
NOC vs QSR
+33.2%
-43.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -5.2% | +2.4% | -7.6% | -5.2% |
| 30D | -7.2% | +7.6% | -14.8% | -7.6% |
| 3M | -5.1% | +12.6% | -17.7% | -5.9% |
| 6M | -31.1% | +14.4% | -45.4% | -31.5% |
| YTD | -8.6% | +19.6% | -28.2% | -9.3% |
| 1Y | -9.7% | +33.9% | -43.6% | -9.1% |
| All | -9.7% | +33.2% | -43.0% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling