-28.0%
ORCL vs QLD
+46.1%
-74.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +2.8% |
| 7D | +5.3% | +0.6% | +4.7% | +5.0% |
| 30D | +10.0% | -0.1% | +10.1% | +10.3% |
| 3M | -32.6% | -8.4% | -24.2% | -28.4% |
| 6M | +4.9% | +32.2% | -27.3% | -14.3% |
| YTD | -17.8% | +28.9% | -46.7% | -31.6% |
| 1Y | -28.0% | +43.8% | -71.8% | -41.9% |
| All | -28.0% | +46.1% | -74.1% | -41.9% |
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 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