+9.5%
OXY vs QLD
+1,470.2%
-1,460.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.8% | -7.9% | -3.1% |
| 7D | -8.2% | -1.4% | -6.7% | -8.2% |
| 30D | -7.2% | -19.6% | +12.3% | -1.7% |
| 3M | +0.2% | -14.1% | +14.3% | +3.6% |
| 6M | +6.1% | -13.6% | +19.7% | +7.7% |
| YTD | +37.5% | +12.5% | +25.0% | +25.7% |
| 1Y | +37.7% | +13.1% | +24.5% | +25.1% |
| 3Y | -2.8% | +154.7% | -157.5% | -37.5% |
| 5Y | +77.6% | +81.1% | -3.4% | +20.1% |
| 10Y | +9.5% | +1,418.0% | -1,408.5% | -64.4% |
| All | +9.5% | +1,470.2% | -1,460.8% | -64.4% |
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