+30.6%
ORCL vs QLD
+66.7%
-36.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.4% |
| 7D | -11.2% | -10.3% | -0.9% | -6.5% |
| 30D | -18.8% | -26.1% | +7.2% | -6.2% |
| 3M | -18.8% | -17.8% | -1.0% | -10.5% |
| 6M | -39.7% | -15.6% | -24.2% | -34.5% |
| YTD | -39.6% | +5.4% | -45.0% | -40.6% |
| 1Y | -51.7% | +5.2% | -57.0% | -52.4% |
| 3Y | +10.2% | +139.4% | -129.2% | -21.7% |
| All | +30.6% | +66.7% | -36.2% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling