+1,418.0%
QLD vs COPX
+368.8%
+1,049.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.6% | +1.2% | +2.9% |
| 7D | -1.4% | +3.3% | -4.7% | -3.3% |
| 30D | -19.6% | -12.2% | -7.3% | -11.5% |
| 3M | -14.1% | -14.5% | +0.4% | -4.7% |
| 6M | -13.6% | -12.2% | -1.5% | -6.6% |
| YTD | +12.5% | +5.2% | +7.4% | +3.6% |
| 1Y | +13.1% | +27.0% | -13.8% | -9.4% |
| 3Y | +154.7% | +149.1% | +5.6% | +17.9% |
| 5Y | +81.1% | +132.1% | -51.0% | -13.2% |
| 10Y | +1,418.0% | +365.9% | +1,052.1% | +304.5% |
| All | +1,418.0% | +368.8% | +1,049.2% | +304.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling