+153.8%
QLD vs NOC
+24.8%
+129.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.7% |
| 7D | -1.2% | +4.9% | -6.1% | -0.5% |
| 30D | -15.7% | +13.6% | -29.3% | -14.1% |
| 3M | -10.0% | -3.9% | -6.2% | -10.0% |
| 6M | -11.2% | +1.4% | -12.6% | -10.4% |
| YTD | +16.4% | -2.2% | +18.6% | +17.4% |
| 1Y | +12.7% | -1.2% | +13.9% | +13.8% |
| All | +153.8% | +24.8% | +129.0% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 3y: compounded portfolio wealth divided by compounded NOC 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…
3y analysis · Full analysis span regression · 6 months rolling