+6,869.2%
QLD vs COPX
+125.0%
+6,744.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.1% | +1.6% |
| 7D | -10.3% | -1.0% | -9.3% | -9.4% |
| 30D | -26.1% | -14.8% | -11.3% | -17.5% |
| 3M | -17.8% | -17.2% | -0.5% | -7.2% |
| 6M | -15.6% | -14.5% | -1.1% | -7.3% |
| YTD | +5.4% | -0.4% | +5.8% | +1.5% |
| 1Y | +5.2% | +21.9% | -16.6% | -11.7% |
| 3Y | +139.4% | +123.7% | +15.7% | +28.0% |
| 5Y | +66.7% | +121.8% | -55.1% | -11.3% |
| 10Y | +1,422.1% | +397.9% | +1,024.2% | +340.7% |
| All | +6,869.2% | +125.0% | +6,744.2% | +3,140.4% |
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