-49.5%
ORCL vs QLD
+13.1%
-62.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -3.4% |
| 7D | -14.4% | -9.4% | -5.0% | -7.6% |
| 30D | -12.8% | -17.1% | +4.2% | +0.8% |
| 3M | -14.8% | -10.4% | -4.4% | -6.9% |
| 6M | -30.9% | +0.7% | -31.6% | -31.2% |
| YTD | -35.7% | +17.7% | -53.4% | -43.0% |
| 1Y | -49.5% | +14.7% | -64.1% | -54.5% |
| All | -49.5% | +13.1% | -62.6% | -54.5% |
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