+147.9%
OXY vs QID
-80.8%
+228.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.2% |
| 7D | +2.8% | +1.3% | +1.6% | +3.1% |
| 30D | +5.5% | +2.9% | +2.5% | +6.0% |
| 3M | +11.3% | -0.7% | +12.0% | +11.4% |
| 6M | +11.6% | -29.7% | +41.3% | +4.2% |
| YTD | +51.6% | -27.9% | +79.4% | +42.5% |
| 1Y | +36.2% | -34.6% | +70.8% | +25.6% |
| 3Y | +1.7% | -73.5% | +75.2% | -20.6% |
| All | +147.9% | -80.8% | +228.7% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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