+115.1%
NOK vs QS
-74.9%
+190.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.6% |
| 7D | +11.0% | -3.6% | +14.6% | +11.4% |
| 30D | +7.8% | -17.2% | +25.1% | +10.0% |
| 3M | -21.0% | -27.0% | +6.0% | -18.6% |
| 6M | +40.9% | -24.6% | +65.5% | +44.8% |
| YTD | +72.0% | -49.3% | +121.4% | +82.4% |
| 1Y | +140.9% | -40.3% | +181.2% | +146.7% |
| 3Y | +194.3% | -23.8% | +218.1% | +169.4% |
| All | +115.1% | -74.9% | +190.0% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling