+124.2%
QLD vs ONON
-24.2%
+148.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | +1.9% | -3.5% | +5.3% | +3.3% |
| 30D | -1.8% | -30.8% | +29.0% | +12.5% |
| 3M | -0.1% | -29.8% | +29.7% | +13.0% |
| 6M | +32.6% | -34.8% | +67.4% | +53.1% |
| YTD | +27.9% | -42.3% | +70.2% | +54.8% |
| 1Y | +40.3% | -39.5% | +79.8% | +64.1% |
| 3Y | +182.5% | -9.3% | +191.8% | +162.6% |
| All | +124.2% | -24.2% | +148.4% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling