+147.0%
NOK vs QLD
+146.5%
+0.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | -0.1% | -1.4% |
| 7D | +5.4% | +7.0% | -1.7% | +2.2% |
| 30D | -14.1% | -14.3% | +0.2% | -7.8% |
| 3M | -23.6% | -16.0% | -7.6% | -17.1% |
| 6M | -45.1% | -14.2% | -30.9% | -40.5% |
| YTD | +24.7% | +12.8% | +12.0% | +25.3% |
| 1Y | +19.0% | +14.1% | +5.0% | +19.1% |
| 3Y | +147.0% | +146.0% | +1.1% | +68.2% |
| All | +147.0% | +146.5% | +0.5% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling