+9,738.3%
QLD vs CBOE
+1,045.3%
+8,693.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +0.6% | -3.6% | +4.2% | +2.0% |
| 30D | -0.1% | +5.1% | -5.2% | -2.6% |
| 3M | -8.4% | +4.6% | -13.0% | -11.9% |
| 6M | +32.2% | -0.3% | +32.5% | +27.8% |
| YTD | +28.9% | +19.8% | +9.1% | +13.3% |
| 1Y | +43.8% | +28.4% | +15.5% | +21.4% |
| 3Y | +176.6% | +104.1% | +72.5% | +68.7% |
| 5Y | +121.6% | +150.9% | -29.3% | +19.6% |
| 10Y | +1,652.9% | +393.5% | +1,259.4% | +519.7% |
| All | +9,738.3% | +1,045.3% | +8,693.0% | +1,699.4% |
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