+21.3%
NOK vs QLD
+13.1%
+8.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -4.2% |
| 7D | -10.4% | -9.4% | -1.0% | -2.7% |
| 30D | -19.0% | -17.1% | -2.0% | -5.0% |
| 3M | -16.7% | -10.4% | -6.3% | -8.0% |
| 6M | -37.1% | +0.7% | -37.9% | -33.0% |
| YTD | +27.7% | +17.7% | +9.9% | +25.7% |
| 1Y | +21.3% | +14.7% | +6.6% | +20.0% |
| All | +21.3% | +13.1% | +8.1% | +20.0% |
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