+2.0%
OXY vs QLD
+1,636.2%
-1,634.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -0.5% | +3.0% | -3.5% | -1.4% |
| 30D | +8.5% | -1.8% | +10.3% | +8.9% |
| 3M | +6.0% | -1.8% | +7.8% | +5.0% |
| 6M | +13.0% | +36.9% | -23.9% | -1.4% |
| YTD | +48.9% | +28.7% | +20.2% | +32.1% |
| 1Y | +36.4% | +41.9% | -5.5% | +16.1% |
| 3Y | -2.3% | +184.2% | -186.5% | -38.9% |
| 5Y | +160.6% | +122.1% | +38.5% | +65.0% |
| 10Y | +2.0% | +1,646.5% | -1,644.5% | -71.0% |
| All | +2.0% | +1,636.2% | -1,634.2% | -71.0% |
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