+138.6%
NOK vs QSR
+135.2%
+3.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.6% |
| 7D | +11.0% | -4.0% | +15.0% | +12.4% |
| 30D | +7.8% | +2.8% | +5.1% | +6.7% |
| 3M | -21.0% | +5.1% | -26.1% | -22.8% |
| 6M | +40.9% | +8.8% | +32.1% | +35.4% |
| YTD | +72.0% | +14.8% | +57.2% | +62.0% |
| 1Y | +140.9% | +25.7% | +115.2% | +118.7% |
| 3Y | +194.3% | +27.5% | +166.7% | +161.2% |
| 5Y | +112.5% | +41.3% | +71.3% | +79.1% |
| All | +138.6% | +135.2% | +3.4% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling