+1,728.6%
QLD vs COPX
+606.7%
+1,121.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -1.3% |
| 7D | +1.9% | +6.0% | -4.1% | -2.2% |
| 30D | -1.8% | +6.4% | -8.2% | -6.4% |
| 3M | -0.1% | +19.3% | -19.4% | -12.2% |
| 6M | +32.6% | +16.2% | +16.3% | +17.1% |
| YTD | +27.9% | +33.2% | -5.3% | 0.0% |
| 1Y | +40.3% | +90.2% | -50.0% | -16.0% |
| 3Y | +182.5% | +175.7% | +6.8% | +23.1% |
| 5Y | +122.5% | +193.1% | -70.6% | -9.5% |
| 10Y | +1,728.6% | +619.4% | +1,109.1% | +267.5% |
| All | +1,728.6% | +606.7% | +1,121.8% | +267.5% |
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