+19.6%
NOK vs QLD
+8.0%
+11.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.9% |
| 7D | -2.7% | -3.8% | +1.1% | +0.2% |
| 30D | -20.4% | -20.5% | +0.2% | -3.2% |
| 3M | -9.6% | -14.6% | +5.0% | +4.0% |
| 6M | -35.6% | -14.7% | -21.0% | -24.7% |
| YTD | +27.5% | +11.2% | +16.3% | +31.2% |
| All | +19.6% | +8.0% | +11.6% | +23.9% |
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