+346.1%
COP vs QLD
+1,646.9%
-1,300.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +3.0% | +0.6% | +2.4% | +2.8% |
| 30D | +17.5% | -0.1% | +17.6% | +17.3% |
| 3M | +13.4% | -8.4% | +21.7% | +14.4% |
| 6M | +17.7% | +32.2% | -14.5% | +5.7% |
| YTD | +46.6% | +28.9% | +17.7% | +32.1% |
| 1Y | +44.6% | +43.8% | +0.8% | +25.3% |
| 3Y | +20.7% | +176.6% | -155.9% | -18.8% |
| 5Y | +185.0% | +121.6% | +63.5% | +91.6% |
| All | +346.1% | +1,646.9% | -1,300.8% | +29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling