+1,646.5%
QLD vs CBOE
+385.3%
+1,261.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.5% |
| 7D | +3.0% | -4.6% | +7.6% | +4.7% |
| 30D | -1.8% | +2.6% | -4.5% | -3.0% |
| 3M | -1.8% | +4.9% | -6.7% | -5.2% |
| 6M | +36.9% | -2.2% | +39.1% | +34.1% |
| YTD | +28.7% | +17.7% | +11.0% | +15.5% |
| 1Y | +41.9% | +26.1% | +15.8% | +22.8% |
| 3Y | +184.2% | +97.1% | +87.1% | +79.5% |
| 5Y | +122.1% | +149.2% | -27.1% | +20.7% |
| 10Y | +1,646.5% | +385.1% | +1,261.4% | +643.0% |
| All | +1,646.5% | +385.3% | +1,261.2% | +643.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling