+7,253.8%
QLD vs COPX
+130.1%
+7,123.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | +0.9% |
| 7D | -3.8% | +1.6% | -5.4% | -4.4% |
| 30D | -20.5% | -15.0% | -5.5% | -11.1% |
| 3M | -14.6% | -18.6% | +4.0% | -2.6% |
| 6M | -14.7% | -14.9% | +0.3% | -5.9% |
| YTD | +11.2% | +1.8% | +9.3% | +5.6% |
| 1Y | +7.1% | +19.7% | -12.6% | -9.0% |
| 3Y | +141.1% | +140.9% | +0.2% | +22.8% |
| 5Y | +84.3% | +130.6% | -46.3% | -4.4% |
| 10Y | +1,450.1% | +326.5% | +1,123.6% | +394.3% |
| All | +7,253.8% | +130.1% | +7,123.7% | +3,270.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling