+31.5%
OXY vs QLD
+46.1%
-14.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -0.9% |
| 7D | +1.6% | +0.6% | +1.0% | +1.7% |
| 30D | +11.6% | -0.1% | +11.7% | +11.6% |
| 3M | +2.8% | -8.4% | +11.2% | +1.7% |
| 6M | +13.0% | +32.2% | -19.2% | +23.8% |
| YTD | +47.4% | +28.9% | +18.5% | +60.6% |
| 1Y | +31.5% | +43.8% | -12.4% | +57.8% |
| All | +31.5% | +46.1% | -14.6% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling