+136.3%
NOK vs QS
-47.0%
+183.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.6% | +7.7% | +1.5% |
| 7D | +9.3% | -4.2% | +13.6% | +9.6% |
| 30D | +17.9% | -15.7% | +33.5% | +19.1% |
| 3M | -22.3% | -28.7% | +6.4% | -20.8% |
| 6M | +36.4% | -23.2% | +59.6% | +38.5% |
| YTD | +66.3% | -49.9% | +116.2% | +72.1% |
| 1Y | +134.4% | -38.8% | +173.2% | +137.8% |
| 3Y | +186.6% | -24.0% | +210.6% | +176.2% |
| 5Y | +102.7% | -75.6% | +178.3% | +97.8% |
| All | +136.3% | -47.0% | +183.3% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling