+199.7%
QLD vs OSCR
-10.8%
+210.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.1% | +8.7% | +5.3% |
| 7D | -1.2% | -8.8% | +7.6% | +0.3% |
| 30D | -15.7% | -5.6% | -10.1% | -15.0% |
| 3M | -10.0% | +14.8% | -24.8% | -12.5% |
| 6M | -11.2% | +46.0% | -57.2% | -18.5% |
| YTD | +16.4% | +123.5% | -107.1% | -1.8% |
| 1Y | +12.7% | +116.2% | -103.6% | -5.0% |
| 3Y | +152.3% | +351.6% | -199.3% | +63.2% |
| 5Y | +91.8% | +157.5% | -65.7% | +18.6% |
| All | +199.7% | -10.8% | +210.5% | +118.1% |
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