+1,542.6%
QLD vs O
+82.2%
+1,460.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +12.5% | -0.4% | +12.9% | +12.8% |
| 30D | -15.7% | +8.3% | -24.0% | -19.8% |
| 3M | -11.9% | -4.0% | -7.9% | -10.2% |
| 6M | -10.3% | -2.6% | -7.6% | -10.3% |
| YTD | +15.6% | +9.9% | +5.7% | +6.4% |
| 1Y | +12.1% | +9.8% | +2.3% | +3.1% |
| 3Y | +150.7% | +39.7% | +110.9% | +90.2% |
| 5Y | +86.6% | +9.2% | +77.5% | +70.4% |
| All | +1,542.6% | +82.2% | +1,460.3% | +1,106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling