+67.2%
QLD vs CBOE
+179.9%
-112.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.5% | +2.5% |
| 7D | -10.3% | +5.3% | -15.6% | -10.6% |
| 30D | -26.1% | +25.5% | -51.5% | -27.6% |
| 3M | -17.8% | +22.5% | -40.3% | -19.3% |
| 6M | -15.6% | +2.6% | -18.2% | -14.8% |
| YTD | +5.4% | +41.8% | -36.4% | -1.6% |
| 1Y | +5.2% | +40.9% | -35.6% | -1.6% |
| 3Y | +139.4% | +108.7% | +30.7% | +73.3% |
| All | +67.2% | +179.9% | -112.8% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling