+251.6%
ORCL vs QID
-99.0%
+350.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.8% | +10.0% | +0.3% |
| 7D | +0.5% | -0.8% | +1.3% | +0.9% |
| 30D | -15.3% | +20.1% | -35.3% | -7.0% |
| 3M | -18.2% | +11.8% | -30.0% | -12.1% |
| 6M | -38.4% | +5.5% | -44.0% | -33.7% |
| YTD | -37.7% | -21.5% | -16.2% | -39.3% |
| 1Y | -49.3% | -22.6% | -26.6% | -50.5% |
| 3Y | +10.6% | -72.3% | +82.9% | -17.5% |
| 5Y | +35.5% | -76.9% | +112.4% | +8.8% |
| 10Y | +251.6% | -99.0% | +350.6% | +8.2% |
| All | +251.6% | -99.0% | +350.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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