+62.6%
QLD vs O
+10.9%
+51.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.5% | -13.2% | -13.0% |
| 7D | -18.6% | +4.5% | -23.1% | -20.4% |
| 30D | -28.3% | +10.2% | -38.5% | -32.0% |
| 3M | -20.4% | -3.8% | -16.6% | -18.9% |
| 6M | -14.3% | -3.8% | -10.4% | -13.5% |
| YTD | +2.8% | +10.3% | -7.6% | -6.3% |
| 1Y | -1.2% | +11.9% | -13.1% | -11.1% |
| 3Y | +135.3% | +38.1% | +97.2% | +63.4% |
| 5Y | +62.6% | +11.1% | +51.5% | +50.0% |
| All | +62.6% | +10.9% | +51.7% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling