-73.5%
QID vs COPX
+149.4%
-222.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +1.3% | -2.3% | +3.6% | +0.1% |
| 30D | +2.9% | +0.3% | +2.7% | +3.5% |
| 3M | -0.7% | +6.8% | -7.5% | +5.8% |
| 6M | -29.7% | +7.9% | -37.6% | -21.4% |
| YTD | -27.9% | +23.7% | -51.6% | -10.5% |
| 1Y | -34.6% | +71.5% | -106.1% | +1.5% |
| 3Y | -73.5% | +149.1% | -222.6% | -40.6% |
| All | -73.5% | +149.4% | -222.9% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 3y: compounded portfolio wealth divided by compounded COPX 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…
3y analysis · Full analysis span regression · 6 months rolling