+8,425.0%
QLD vs COPX
+186.2%
+8,238.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.8% |
| 7D | +0.6% | -4.0% | +4.5% | +3.3% |
| 30D | -0.1% | +4.5% | -4.7% | -3.4% |
| 3M | -8.4% | +0.8% | -9.2% | -9.3% |
| 6M | +32.2% | +3.2% | +29.0% | +27.2% |
| YTD | +28.9% | +26.7% | +2.2% | +5.9% |
| 1Y | +43.8% | +85.7% | -41.9% | -9.3% |
| 3Y | +176.6% | +151.2% | +25.4% | +37.2% |
| 5Y | +121.6% | +170.0% | -48.4% | +3.0% |
| 10Y | +1,652.9% | +572.9% | +1,080.0% | +316.6% |
| All | +8,425.0% | +186.2% | +8,238.8% | +3,281.9% |
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