+91.4%
ORCL vs QLD
+121.5%
-30.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +2.9% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +10.0% | -0.1% | +10.1% | +10.2% |
| 3M | -32.6% | -8.4% | -24.2% | -30.0% |
| 6M | +4.9% | +32.2% | -27.3% | -7.3% |
| YTD | -17.8% | +28.9% | -46.7% | -26.5% |
| 1Y | -28.0% | +43.8% | -71.8% | -38.5% |
| 3Y | +36.0% | +176.6% | -140.6% | -10.3% |
| All | +91.4% | +121.5% | -30.1% | +31.3% |
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 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