-4.4%
ON vs QLD
+140.3%
-144.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -1.7% |
| 7D | -11.7% | -10.3% | -1.4% | -3.2% |
| 30D | -23.3% | -26.1% | +2.8% | -1.0% |
| 3M | -19.2% | -17.8% | -1.4% | -4.7% |
| 6M | -40.1% | -15.6% | -24.6% | -29.6% |
| YTD | +16.9% | +5.4% | +11.5% | +14.4% |
| 1Y | +29.7% | +5.2% | +24.5% | +26.5% |
| 3Y | -4.4% | +139.4% | -143.9% | -55.6% |
| All | -4.4% | +140.3% | -144.7% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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