+110.0%
NOK vs QLD
+1,375.1%
-1,265.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.1% | +1.7% |
| 7D | -10.5% | -10.3% | -0.2% | -6.7% |
| 30D | -27.9% | -26.1% | -1.8% | -18.8% |
| 3M | -18.8% | -17.8% | -1.0% | -12.0% |
| 6M | -41.9% | -15.6% | -26.4% | -37.0% |
| YTD | +18.4% | +5.4% | +13.0% | +18.7% |
| 1Y | +10.9% | +5.2% | +5.6% | +11.1% |
| 3Y | +137.9% | +139.4% | -1.6% | +70.4% |
| 5Y | +47.8% | +66.7% | -18.9% | +12.8% |
| All | +110.0% | +1,375.1% | -1,265.1% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling