-31.7%
NKE vs QLD
+13.1%
-44.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +5.1% |
| 7D | +9.0% | -9.4% | +18.4% | +9.4% |
| 30D | +19.2% | -17.1% | +36.3% | +20.4% |
| 3M | -1.5% | -10.4% | +8.9% | -1.2% |
| 6M | -4.2% | +0.7% | -4.9% | -5.5% |
| YTD | -34.8% | +17.7% | -52.5% | -37.2% |
| 1Y | -31.7% | +14.7% | -46.4% | -33.9% |
| All | -31.7% | +13.1% | -44.8% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling