+8,489.7%
QLD vs CBOE
+1,254.1%
+7,235.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.9% |
| 7D | -1.4% | +1.0% | -2.5% | -2.0% |
| 30D | -19.6% | +16.0% | -35.6% | -25.2% |
| 3M | -14.1% | +23.4% | -37.6% | -22.8% |
| 6M | -13.6% | +1.7% | -15.3% | -17.1% |
| YTD | +12.5% | +41.6% | -29.0% | -9.1% |
| 1Y | +13.1% | +38.5% | -25.3% | -7.7% |
| 3Y | +154.7% | +105.7% | +49.0% | +57.6% |
| 5Y | +81.1% | +185.4% | -104.3% | -8.0% |
| 10Y | +1,418.0% | +504.1% | +913.9% | +384.6% |
| All | +8,489.7% | +1,254.1% | +7,235.6% | +1,343.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling