+9,127.5%
QLD vs NOC
+1,308.3%
+7,819.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +2.2% |
| 7D | +0.6% | -5.2% | +5.7% | +4.5% |
| 30D | -0.1% | -7.2% | +7.1% | +5.0% |
| 3M | -8.4% | -5.1% | -3.3% | -6.5% |
| 6M | +32.2% | -31.1% | +63.3% | +69.3% |
| YTD | +28.9% | -8.6% | +37.5% | +30.7% |
| 1Y | +43.8% | -9.7% | +53.6% | +46.2% |
| 3Y | +176.6% | +24.3% | +152.3% | +96.2% |
| 5Y | +121.6% | +52.6% | +68.9% | +17.1% |
| 10Y | +1,652.9% | +183.6% | +1,469.3% | +338.5% |
| All | +9,127.5% | +1,308.3% | +7,819.1% | +276.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling