+84.7%
QLD vs ONON
+5.5%
+79.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | -10.3% | +10.6% | -20.9% | -13.8% |
| 30D | -26.1% | +12.5% | -38.5% | -29.7% |
| 3M | -17.8% | +0.1% | -17.8% | -19.3% |
| 6M | -15.6% | +3.6% | -19.2% | -19.2% |
| YTD | +5.4% | -19.6% | +25.0% | +11.0% |
| 1Y | +5.2% | +5.2% | 0.0% | -2.4% |
| 3Y | +139.4% | +33.1% | +106.3% | +90.0% |
| 5Y | +66.7% | -4.7% | +71.4% | +22.1% |
| All | +84.7% | +5.5% | +79.2% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling