+15.7%
OXY vs QLD
+1,536.4%
-1,520.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | -0.8% |
| 7D | -0.2% | -1.2% | +1.0% | -0.2% |
| 30D | -6.4% | -15.7% | +9.3% | -2.2% |
| 3M | -2.6% | -10.0% | +7.4% | -0.7% |
| 6M | +4.8% | -11.2% | +16.0% | +5.4% |
| YTD | +41.2% | +16.4% | +24.8% | +27.7% |
| 1Y | +39.5% | +12.7% | +26.8% | +27.2% |
| 3Y | -0.8% | +152.3% | -153.1% | -35.9% |
| 5Y | +91.6% | +91.8% | -0.2% | +26.7% |
| 10Y | +15.7% | +1,520.2% | -1,504.5% | -61.4% |
| All | +15.7% | +1,536.4% | -1,520.6% | -61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling