+232.0%
QLD vs OSCR
-10.4%
+242.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | +5.8% | -5.3% | -0.4% |
| 30D | -0.1% | +7.1% | -7.2% | -1.6% |
| 3M | -8.4% | +36.7% | -45.0% | -14.0% |
| 6M | +32.2% | +114.3% | -82.1% | +13.3% |
| YTD | +28.9% | +124.4% | -95.5% | +9.1% |
| 1Y | +43.8% | +75.5% | -31.6% | +24.8% |
| 3Y | +176.6% | +390.1% | -213.5% | +75.5% |
| 5Y | +121.6% | +77.1% | +44.5% | +40.5% |
| All | +232.0% | -10.4% | +242.4% | +142.2% |
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