+52.1%
QCOM vs NOK
+149.0%
-96.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | +1.6% |
| 7D | +5.8% | -1.4% | +7.2% | +6.3% |
| 30D | -2.3% | -21.0% | +18.7% | +4.3% |
| 3M | +2.7% | -12.6% | +15.3% | +5.8% |
| 6M | -21.0% | -36.2% | +15.2% | -10.4% |
| YTD | +1.8% | +26.4% | -24.6% | +2.8% |
| 1Y | +2.4% | +19.6% | -17.2% | +4.3% |
| 3Y | +52.1% | +152.6% | -100.4% | +31.1% |
| All | +52.1% | +149.0% | -96.8% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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