+138.6%
NOK vs QID
-99.2%
+237.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.8% | +6.6% | +4.1% |
| 7D | +11.0% | +1.3% | +9.7% | +11.5% |
| 30D | +7.8% | +2.9% | +4.9% | +9.3% |
| 3M | -21.0% | -0.7% | -20.3% | -19.4% |
| 6M | +40.9% | -29.7% | +70.6% | +30.4% |
| YTD | +72.0% | -27.9% | +99.9% | +61.5% |
| 1Y | +140.9% | -34.6% | +175.5% | +120.6% |
| 3Y | +194.3% | -73.5% | +267.8% | +110.7% |
| 5Y | +112.5% | -81.0% | +193.5% | +54.4% |
| All | +138.6% | -99.2% | +237.7% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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