+58.5%
COP vs QLD
+8.6%
+50.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.5% |
| 7D | -6.1% | -3.8% | -2.3% | -6.7% |
| 30D | +1.1% | -20.5% | +21.7% | -4.4% |
| 3M | +10.9% | -14.6% | +25.6% | +7.2% |
| 6M | +20.8% | -14.7% | +35.4% | +18.5% |
| YTD | +48.0% | +11.2% | +36.8% | +56.6% |
| 1Y | +58.5% | +7.1% | +51.4% | +69.2% |
| All | +58.5% | +8.6% | +50.0% | +69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling