-99.9%
QID vs COPX
+200.8%
-300.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +1.1% |
| 7D | -1.9% | +6.0% | -7.9% | +1.9% |
| 30D | +1.7% | +6.4% | -4.7% | +6.2% |
| 3M | -3.9% | +19.3% | -23.2% | +11.2% |
| 6M | -30.0% | +16.2% | -46.2% | -17.2% |
| YTD | -28.2% | +33.2% | -61.4% | -5.4% |
| 1Y | -35.6% | +90.2% | -125.9% | +10.0% |
| 3Y | -74.3% | +175.7% | -249.9% | -35.9% |
| 5Y | -80.8% | +193.1% | -273.9% | -41.9% |
| 10Y | -99.2% | +619.4% | -718.6% | -93.0% |
| All | -99.9% | +200.8% | -300.7% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling