-53.4%
ORCL vs QLD
+0.3%
-53.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -12.7% | +5.8% | +2.6% |
| 7D | -17.5% | -18.6% | +1.1% | -3.9% |
| 30D | -20.2% | -28.3% | +8.1% | +2.5% |
| 3M | -19.9% | -20.4% | +0.4% | -4.7% |
| 6M | -37.4% | -14.3% | -23.1% | -29.9% |
| YTD | -40.1% | +2.8% | -42.9% | -41.5% |
| 1Y | -53.4% | -1.2% | -52.2% | -53.3% |
| All | -53.4% | +0.3% | -53.7% | -53.3% |
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