+84.3%
QLD vs O
+12.4%
+71.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.8% | +3.5% | -7.3% | -5.5% |
| 30D | -20.5% | +10.4% | -31.0% | -24.8% |
| 3M | -14.6% | -2.4% | -12.2% | -13.7% |
| 6M | -14.7% | -1.2% | -13.4% | -15.3% |
| YTD | +11.2% | +10.4% | +0.8% | +1.4% |
| 1Y | +7.1% | +11.4% | -4.3% | -3.2% |
| 3Y | +141.1% | +40.4% | +100.7% | +64.4% |
| 5Y | +84.3% | +12.1% | +72.1% | +68.8% |
| All | +84.3% | +12.4% | +71.9% | +68.8% |
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