+1,125.4%
ON vs QLD
+9,036.4%
-7,911.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +2.4% | +0.6% | +1.9% | +2.0% |
| 30D | -3.3% | -0.1% | -3.2% | -3.2% |
| 3M | -43.6% | -8.4% | -35.2% | -39.1% |
| 6M | +19.0% | +32.2% | -13.3% | -0.6% |
| YTD | +37.4% | +28.9% | +8.5% | +16.3% |
| 1Y | +54.8% | +43.8% | +10.9% | +21.1% |
| 3Y | -25.2% | +176.6% | -201.8% | -63.9% |
| 5Y | +62.7% | +121.6% | -58.8% | -11.8% |
| 10Y | +574.3% | +1,652.9% | -1,078.6% | -21.0% |
| All | +1,125.4% | +9,036.4% | -7,911.1% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling