+190.4%
QLD vs OSCR
-13.8%
+204.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.0% |
| 7D | +7.0% | +1.3% | +5.7% | +6.7% |
| 30D | -14.3% | -9.5% | -4.8% | -13.0% |
| 3M | -16.0% | +0.9% | -16.9% | -16.5% |
| 6M | -14.2% | +31.5% | -45.7% | -19.7% |
| YTD | +12.8% | +116.1% | -103.3% | -4.3% |
| 1Y | +14.1% | +122.6% | -108.5% | -4.3% |
| 3Y | +146.0% | +356.6% | -210.7% | +58.6% |
| 5Y | +82.0% | +154.9% | -72.9% | +13.0% |
| All | +190.4% | -13.8% | +204.1% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling