+194.3%
NOK vs QSR
+25.8%
+168.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.7% |
| 7D | +11.0% | -4.0% | +15.0% | +11.5% |
| 30D | +7.8% | +2.8% | +5.1% | +7.4% |
| 3M | -21.0% | +5.1% | -26.1% | -21.7% |
| 6M | +40.9% | +8.8% | +32.1% | +38.0% |
| YTD | +72.0% | +14.8% | +57.2% | +66.4% |
| 1Y | +140.9% | +25.7% | +115.2% | +127.0% |
| 3Y | +194.3% | +27.5% | +166.7% | +178.6% |
| All | +194.3% | +25.8% | +168.5% | +178.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling