+242.0%
ORCL vs QLD
+1,338.5%
-1,096.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -12.7% | +5.8% | -1.6% |
| 7D | -17.5% | -18.6% | +1.1% | -10.0% |
| 30D | -20.2% | -28.3% | +8.1% | -8.0% |
| 3M | -19.9% | -20.4% | +0.4% | -11.6% |
| 6M | -37.4% | -14.3% | -23.1% | -33.0% |
| YTD | -40.1% | +2.8% | -42.9% | -40.4% |
| 1Y | -53.4% | -1.2% | -52.2% | -52.8% |
| 3Y | +10.4% | +135.3% | -124.9% | -20.2% |
| 5Y | +29.8% | +62.6% | -32.8% | +0.6% |
| All | +242.0% | +1,338.5% | -1,096.5% | +1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling