-34.3%
NKE vs QLD
+8.6%
-42.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -3.0% |
| 7D | +0.5% | -3.8% | +4.3% | +0.7% |
| 30D | +11.4% | -20.5% | +32.0% | +12.6% |
| 3M | -7.2% | -14.6% | +7.4% | -6.8% |
| 6M | -10.7% | -14.7% | +4.0% | -10.6% |
| YTD | -37.7% | +11.2% | -48.9% | -40.0% |
| 1Y | -34.3% | +7.1% | -41.4% | -36.3% |
| All | -34.3% | +8.6% | -42.9% | -36.3% |
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