+6.6%
ON vs QLD
+61.4%
-54.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -12.7% | +1.2% | -1.3% |
| 7D | -16.3% | -18.6% | +2.3% | -1.4% |
| 30D | -27.0% | -28.3% | +1.3% | -4.9% |
| 3M | -18.1% | -20.4% | +2.3% | -1.7% |
| 6M | -38.6% | -14.3% | -24.3% | -29.2% |
| YTD | +16.4% | +2.8% | +13.6% | +16.0% |
| 1Y | +25.8% | -1.2% | +27.0% | +28.8% |
| 3Y | -7.7% | +135.3% | -143.0% | -52.7% |
| 5Y | +6.6% | +62.6% | -56.0% | -29.1% |
| All | +6.6% | +61.4% | -54.8% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling