+320.3%
COP vs QLD
+1,375.1%
-1,054.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | -0.1% |
| 7D | -11.5% | -10.3% | -1.3% | -9.3% |
| 30D | +5.0% | -26.1% | +31.0% | +12.8% |
| 3M | +17.5% | -17.8% | +35.2% | +22.3% |
| 6M | +16.2% | -15.6% | +31.8% | +18.1% |
| YTD | +48.8% | +5.4% | +43.4% | +40.1% |
| 1Y | +64.1% | +5.2% | +58.9% | +54.0% |
| 3Y | +25.7% | +139.4% | -113.8% | -13.0% |
| 5Y | +114.4% | +66.7% | +47.7% | +56.3% |
| All | +320.3% | +1,375.1% | -1,054.8% | +35.5% |
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