+325.0%
COP vs QLD
+1,536.4%
-1,211.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -3.0% | +0.5% |
| 7D | +0.7% | -1.2% | +1.9% | +0.6% |
| 30D | +0.2% | -15.7% | +15.9% | +4.0% |
| 3M | +10.2% | -10.0% | +20.2% | +12.0% |
| 6M | +20.1% | -11.2% | +31.3% | +20.6% |
| YTD | +50.5% | +16.4% | +34.2% | +38.0% |
| 1Y | +56.8% | +12.7% | +44.1% | +44.7% |
| 3Y | +30.3% | +152.3% | -122.0% | -10.8% |
| 5Y | +126.8% | +91.8% | +35.1% | +58.4% |
| 10Y | +325.0% | +1,520.2% | -1,195.3% | +41.2% |
| All | +325.0% | +1,536.4% | -1,211.4% | +41.2% |
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