-8.5%
NOK vs QLD
+9,036.4%
-9,044.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.6% |
| 6M | +23.1% | +32.2% | -9.1% | +9.5% |
| YTD | +55.0% | +28.9% | +26.1% | +39.3% |
| 1Y | +118.0% | +43.8% | +74.2% | +85.5% |
| 3Y | +170.5% | +176.6% | -6.1% | +58.2% |
| 5Y | +84.9% | +121.6% | -36.7% | +9.5% |
| 10Y | +112.0% | +1,652.9% | -1,540.9% | -65.1% |
| All | -8.5% | +9,036.4% | -9,044.9% | -95.4% |
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