-24.5%
NOK vs QLD
+8,093.6%
-8,118.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.6% |
| 7D | +11.0% | +12.5% | -1.5% | +5.1% |
| 30D | -16.0% | -15.7% | -0.3% | -8.7% |
| 3M | -19.8% | -11.9% | -7.9% | -14.3% |
| 6M | -37.1% | -10.3% | -26.9% | -32.7% |
| YTD | +28.0% | +15.6% | +12.4% | +21.7% |
| 1Y | +17.9% | +12.1% | +5.8% | +13.5% |
| 3Y | +152.7% | +150.7% | +2.1% | +56.4% |
| 5Y | +62.3% | +86.6% | -24.3% | +5.3% |
| 10Y | +128.1% | +1,509.7% | -1,381.7% | -60.7% |
| All | -24.5% | +8,093.6% | -8,118.1% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling