+38.8%
OXY vs QLD
+8.6%
+30.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +1.8% |
| 7D | -5.8% | -3.8% | -2.1% | -6.4% |
| 30D | -5.3% | -20.5% | +15.2% | -10.5% |
| 3M | -2.5% | -14.6% | +12.1% | -5.7% |
| 6M | +8.3% | -14.7% | +22.9% | +6.6% |
| YTD | +40.3% | +11.2% | +29.1% | +53.7% |
| 1Y | +38.8% | +7.1% | +31.7% | +52.8% |
| All | +38.8% | +8.6% | +30.3% | +52.8% |
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