+13.7%
OXY vs QLD
+1,387.1%
-1,373.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | -5.8% | -3.8% | -2.1% | -5.2% |
| 30D | -5.3% | -20.5% | +15.2% | +0.7% |
| 3M | -2.5% | -14.6% | +12.1% | +1.0% |
| 6M | +8.3% | -14.7% | +22.9% | +10.3% |
| YTD | +40.3% | +11.2% | +29.1% | +28.8% |
| 1Y | +38.8% | +7.1% | +31.7% | +28.6% |
| 3Y | -1.4% | +141.1% | -142.5% | -35.4% |
| 5Y | +92.2% | +84.3% | +7.9% | +28.6% |
| 10Y | +13.7% | +1,450.1% | -1,436.4% | -61.6% |
| All | +13.7% | +1,387.1% | -1,373.4% | -61.6% |
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