+4.7%
NOK vs QID
-100.0%
+104.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.3% |
| 7D | +7.3% | -2.7% | +10.0% | +5.9% |
| 30D | +13.8% | +1.8% | +12.0% | +15.1% |
| 3M | -27.0% | -2.2% | -24.8% | -25.4% |
| 6M | +37.6% | -32.1% | +69.7% | +22.0% |
| YTD | +64.6% | -28.6% | +93.2% | +50.2% |
| 1Y | +132.0% | -36.3% | +168.3% | +103.1% |
| 3Y | +183.7% | -74.4% | +258.1% | +77.8% |
| 5Y | +101.3% | -80.8% | +182.1% | +30.7% |
| 10Y | +122.4% | -99.1% | +221.5% | -60.6% |
| All | +4.7% | -100.0% | +104.6% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling