+558.6%
QQQ vs NOC
+192.5%
+366.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.6% | +0.8% | -1.3% | -0.7% |
| 30D | -1.2% | -9.7% | +8.5% | +0.7% |
| 3M | -0.2% | -5.6% | +5.4% | +0.7% |
| 6M | +17.9% | -28.6% | +46.5% | +25.9% |
| YTD | +16.6% | -7.9% | +24.5% | +17.3% |
| 1Y | +23.0% | -9.5% | +32.5% | +24.0% |
| 3Y | +92.9% | +28.4% | +64.6% | +74.3% |
| 5Y | +95.6% | +59.0% | +36.7% | +59.2% |
| All | +558.6% | +192.5% | +366.1% | +343.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling