+40.3%
QLD vs COPX
+87.6%
-47.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -1.1% |
| 7D | +1.9% | +6.0% | -4.1% | -1.3% |
| 30D | -1.8% | +6.4% | -8.2% | -5.3% |
| 3M | -0.1% | +19.3% | -19.4% | -9.5% |
| 6M | +32.6% | +16.2% | +16.3% | +20.4% |
| YTD | +27.9% | +33.2% | -5.3% | +5.3% |
| 1Y | +40.3% | +90.2% | -50.0% | +2.3% |
| All | +40.3% | +87.6% | -47.4% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling