+352.7%
ORCL vs QID
-99.1%
+451.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +2.9% |
| 7D | +5.3% | -0.6% | +5.9% | +5.1% |
| 30D | +10.0% | 0.0% | +10.0% | +10.4% |
| 3M | -32.6% | +3.7% | -36.3% | -29.8% |
| 6M | +4.9% | -29.9% | +34.8% | -5.3% |
| YTD | -17.8% | -28.8% | +11.0% | -24.7% |
| 1Y | -28.0% | -37.2% | +9.2% | -36.4% |
| 3Y | +36.0% | -73.7% | +109.7% | -2.5% |
| 5Y | +88.7% | -80.7% | +169.5% | +38.4% |
| All | +352.7% | -99.1% | +451.8% | +30.3% |
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