+14.7%
QLD vs LYB
+47.4%
-32.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.7% | +6.6% | +0.9% |
| 7D | -9.4% | -6.2% | -3.2% | -10.4% |
| 30D | -17.1% | +6.3% | -23.4% | -15.9% |
| 3M | -10.4% | +4.1% | -14.5% | -9.4% |
| 6M | +0.7% | -15.5% | +16.2% | -0.2% |
| YTD | +17.7% | +50.2% | -32.5% | +12.8% |
| 1Y | +14.7% | +50.6% | -35.9% | +9.7% |
| All | +14.7% | +47.4% | -32.7% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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