+146.0%
QLD vs O
+39.0%
+107.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.5% |
| 7D | +7.0% | -0.4% | +7.4% | +7.0% |
| 30D | -14.3% | +7.1% | -21.4% | -13.8% |
| 3M | -16.0% | -5.2% | -10.8% | -16.0% |
| 6M | -14.2% | -1.8% | -12.5% | -14.3% |
| YTD | +12.8% | +9.1% | +3.7% | +11.2% |
| 1Y | +14.1% | +9.7% | +4.4% | +12.3% |
| 3Y | +146.0% | +39.1% | +106.8% | +123.5% |
| All | +146.0% | +39.0% | +107.0% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling