+12.1%
QLD vs ONON
-24.6%
+36.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | +0.4% |
| 7D | +12.5% | -11.9% | +24.4% | +15.6% |
| 30D | -15.7% | -6.8% | -8.9% | -14.3% |
| 3M | -11.9% | +6.6% | -18.6% | -13.4% |
| 6M | -10.3% | -2.2% | -8.0% | -12.4% |
| YTD | +15.6% | -28.9% | +44.5% | +20.7% |
| 1Y | +12.1% | -20.3% | +32.5% | +14.5% |
| All | +12.1% | -24.6% | +36.7% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling