+169.8%
NOK vs QLD
+178.0%
-8.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.3% | +2.5% |
| 7D | -1.8% | +0.6% | -2.3% | -2.0% |
| 30D | +4.7% | -0.1% | +4.8% | +4.8% |
| 3M | -39.7% | -8.4% | -31.3% | -37.5% |
| 6M | +23.1% | +32.2% | -9.1% | +15.0% |
| YTD | +55.0% | +28.9% | +26.1% | +45.7% |
| 1Y | +118.0% | +43.8% | +74.2% | +99.4% |
| All | +169.8% | +178.0% | -8.2% | +93.6% |
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