+121.0%
QLD vs COPX
+171.2%
-50.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.7% |
| 7D | +0.6% | -4.0% | +4.5% | +3.2% |
| 30D | -0.1% | +4.5% | -4.7% | -3.3% |
| 3M | -8.4% | +0.8% | -9.2% | -9.3% |
| 6M | +32.2% | +3.2% | +29.0% | +27.3% |
| YTD | +28.9% | +26.7% | +2.2% | +6.1% |
| 1Y | +43.8% | +85.7% | -41.8% | -9.5% |
| 3Y | +176.6% | +151.2% | +25.4% | +33.8% |
| All | +121.0% | +171.2% | -50.2% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling