+189.8%
NOC vs QSR
+135.2%
+54.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +0.8% | -4.0% | +4.8% | +1.6% |
| 30D | -9.7% | +2.8% | -12.4% | -10.3% |
| 3M | -5.6% | +5.1% | -10.7% | -6.9% |
| 6M | -28.6% | +8.8% | -37.4% | -30.2% |
| YTD | -7.9% | +14.8% | -22.7% | -11.1% |
| 1Y | -9.5% | +25.7% | -35.2% | -14.6% |
| 3Y | +28.4% | +27.5% | +0.8% | +19.3% |
| 5Y | +59.0% | +41.3% | +17.7% | +42.7% |
| All | +189.8% | +135.2% | +54.7% | +150.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling