+180.8%
NOK vs QS
-26.0%
+206.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +8.7% | -5.0% | +13.7% | +9.2% |
| 30D | +12.5% | -18.3% | +30.8% | +14.4% |
| 3M | -20.7% | -26.0% | +5.3% | -19.0% |
| 6M | +36.2% | -24.0% | +60.2% | +39.3% |
| YTD | +64.1% | -50.3% | +114.4% | +70.8% |
| 1Y | +132.4% | -38.0% | +170.3% | +136.1% |
| All | +180.8% | -26.0% | +206.8% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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