+108.9%
OXY vs QID
-100.0%
+208.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.1% |
| 7D | -0.5% | -2.7% | +2.2% | -1.7% |
| 30D | +8.5% | +1.8% | +6.7% | +9.3% |
| 3M | +6.0% | -2.2% | +8.2% | +5.1% |
| 6M | +13.0% | -32.1% | +45.1% | -5.0% |
| YTD | +48.9% | -28.6% | +77.5% | +28.4% |
| 1Y | +36.4% | -36.3% | +72.7% | +12.1% |
| 3Y | -2.3% | -74.4% | +72.1% | -42.8% |
| 5Y | +160.6% | -80.8% | +241.4% | +53.1% |
| 10Y | +2.0% | -99.1% | +101.1% | -83.0% |
| All | +108.9% | -100.0% | +208.9% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling