+9.3%
ORCL vs QLD
+134.4%
-125.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -12.7% | +5.8% | +1.1% |
| 7D | -17.5% | -18.6% | +1.1% | -6.3% |
| 30D | -20.2% | -28.3% | +8.1% | -1.7% |
| 3M | -19.9% | -20.4% | +0.4% | -7.4% |
| 6M | -37.4% | -14.3% | -23.1% | -31.0% |
| YTD | -40.1% | +2.8% | -42.9% | -40.9% |
| 1Y | -53.4% | -1.2% | -52.2% | -52.9% |
| All | +9.3% | +134.4% | -125.0% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling