+9,127.5%
QLD vs O
+714.7%
+8,412.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.9% |
| 7D | +0.6% | -0.7% | +1.3% | +1.1% |
| 30D | -0.1% | -1.9% | +1.8% | +1.1% |
| 3M | -8.4% | +3.8% | -12.2% | -11.8% |
| 6M | +32.2% | -4.7% | +37.0% | +34.6% |
| YTD | +28.9% | +12.5% | +16.4% | +16.5% |
| 1Y | +43.8% | +10.8% | +33.0% | +30.9% |
| 3Y | +176.6% | +28.8% | +147.8% | +119.2% |
| 5Y | +121.6% | +13.2% | +108.4% | +95.9% |
| 10Y | +1,652.9% | +53.5% | +1,599.5% | +1,069.4% |
| All | +9,127.5% | +714.7% | +8,412.8% | +1,483.8% |
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 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