+112.9%
OXY vs QLD
+7,369.0%
-7,256.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -1.0% |
| 7D | -11.9% | -10.3% | -1.6% | -8.2% |
| 30D | -3.1% | -26.1% | +22.9% | +8.8% |
| 3M | +1.1% | -17.8% | +18.8% | +7.9% |
| 6M | +3.2% | -15.6% | +18.8% | +6.1% |
| YTD | +39.0% | +5.4% | +33.7% | +26.7% |
| 1Y | +42.7% | +5.2% | +37.5% | +29.3% |
| 3Y | -3.5% | +139.4% | -143.0% | -44.5% |
| 5Y | +81.3% | +66.7% | +14.6% | +9.6% |
| 10Y | +11.2% | +1,422.1% | -1,410.9% | -82.0% |
| All | +112.9% | +7,369.0% | -7,256.1% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling