+485.5%
COP vs QLD
+7,183.5%
-6,698.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.7% | +11.6% | +3.5% |
| 7D | -9.7% | -18.6% | +8.8% | -3.4% |
| 30D | +4.7% | -28.3% | +33.0% | +16.9% |
| 3M | +18.5% | -20.4% | +38.9% | +26.7% |
| 6M | +11.4% | -14.3% | +25.7% | +13.1% |
| YTD | +47.9% | +2.8% | +45.1% | +37.9% |
| 1Y | +59.3% | -1.2% | +60.5% | +50.1% |
| 3Y | +23.6% | +135.3% | -111.7% | -22.3% |
| 5Y | +113.1% | +62.6% | +50.5% | +39.6% |
| 10Y | +329.1% | +1,384.3% | -1,055.2% | -12.5% |
| All | +485.5% | +7,183.5% | -6,698.0% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling