-25.1%
ON vs QLD
+178.0%
-203.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.7% |
| 7D | +2.4% | +0.6% | +1.9% | +1.9% |
| 30D | -3.3% | -0.1% | -3.2% | -3.2% |
| 3M | -43.6% | -8.4% | -35.2% | -38.6% |
| 6M | +19.0% | +32.2% | -13.3% | -2.7% |
| YTD | +37.4% | +28.9% | +8.5% | +13.9% |
| 1Y | +54.8% | +43.8% | +10.9% | +17.5% |
| All | -25.1% | +178.0% | -203.1% | -63.9% |
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