+4.9%
ORCL vs QID
-31.4%
+36.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +2.8% |
| 7D | +5.3% | -0.6% | +5.9% | +5.0% |
| 30D | +10.0% | 0.0% | +10.0% | +10.6% |
| 3M | -32.6% | +3.7% | -36.3% | -27.3% |
| 6M | +4.9% | -29.9% | +34.8% | -9.3% |
| All | +4.9% | -31.4% | +36.3% | -9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling