+7,256.1%
QLD vs O
+699.2%
+6,557.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.5% | -13.2% | -13.0% |
| 7D | -18.6% | +4.5% | -23.1% | -21.0% |
| 30D | -28.3% | +10.2% | -38.5% | -33.1% |
| 3M | -20.4% | -3.8% | -16.6% | -18.8% |
| 6M | -14.3% | -3.8% | -10.4% | -13.7% |
| YTD | +2.8% | +10.3% | -7.6% | -6.5% |
| 1Y | -1.2% | +11.9% | -13.1% | -11.2% |
| 3Y | +135.3% | +38.1% | +97.2% | +76.9% |
| 5Y | +62.6% | +11.1% | +51.5% | +45.0% |
| 10Y | +1,384.3% | +72.7% | +1,311.5% | +806.4% |
| All | +7,256.1% | +699.2% | +6,557.0% | +1,171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling