+97.5%
OXY vs QLD
+80.9%
+16.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.0% |
| 7D | +4.2% | +7.0% | -2.8% | +3.0% |
| 30D | -4.3% | -14.3% | +10.0% | -2.3% |
| 3M | +2.3% | -16.0% | +18.3% | +4.6% |
| 6M | +5.5% | -14.2% | +19.8% | +6.6% |
| YTD | +44.9% | +12.8% | +32.1% | +37.3% |
| 1Y | +42.6% | +14.1% | +28.5% | +34.5% |
| 3Y | +0.7% | +146.0% | -145.2% | -22.9% |
| All | +97.5% | +80.9% | +16.5% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling