+122.1%
QLD vs OSCR
+95.2%
+26.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.6% |
| 7D | +3.0% | +10.7% | -7.7% | +1.1% |
| 30D | -1.8% | +18.3% | -20.1% | -4.9% |
| 3M | -1.8% | +20.5% | -22.3% | -5.9% |
| 6M | +36.9% | +138.5% | -101.6% | +14.2% |
| YTD | +28.7% | +129.7% | -101.0% | +7.6% |
| 1Y | +41.9% | +62.8% | -20.9% | +24.1% |
| 3Y | +184.2% | +411.8% | -227.6% | +72.6% |
| 5Y | +122.1% | +99.9% | +22.2% | +32.5% |
| All | +122.1% | +95.2% | +26.9% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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