+1,570.9%
QQQ vs NOC
+3,172.2%
-1,601.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.0% |
| 7D | +0.4% | -5.2% | +5.5% | +2.0% |
| 30D | +0.2% | -7.2% | +7.4% | +2.4% |
| 3M | -2.8% | -5.1% | +2.3% | -1.7% |
| 6M | +18.0% | -31.1% | +49.1% | +31.4% |
| YTD | +17.3% | -8.6% | +25.9% | +18.8% |
| 1Y | +25.6% | -9.7% | +35.3% | +27.4% |
| 3Y | +93.7% | +24.3% | +69.5% | +71.8% |
| 5Y | +94.2% | +52.6% | +41.5% | +55.1% |
| 10Y | +557.9% | +183.6% | +374.3% | +302.5% |
| All | +1,570.9% | +3,172.2% | -1,601.3% | +401.2% |
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 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