+331.1%
NOC vs QSR
+211.0%
+120.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.2% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -8.9% | +5.9% | -14.8% | -10.1% |
| 3M | -3.7% | +10.5% | -14.1% | -5.9% |
| 6M | -30.8% | +7.7% | -38.5% | -32.2% |
| YTD | -7.9% | +16.8% | -24.7% | -11.5% |
| 1Y | -9.4% | +30.9% | -40.3% | -15.3% |
| 3Y | +29.0% | +28.2% | +0.8% | +19.8% |
| 5Y | +56.1% | +45.0% | +11.1% | +39.5% |
| 10Y | +186.3% | +127.3% | +59.0% | +128.7% |
| All | +331.1% | +211.0% | +120.1% | +221.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling