+1,502.1%
QLD vs XOP
+53.9%
+1,448.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.9% |
| 7D | +7.0% | +6.3% | +0.7% | +4.2% |
| 30D | -14.3% | -6.6% | -7.7% | -12.0% |
| 3M | -16.0% | +3.6% | -19.6% | -17.9% |
| 6M | -14.2% | +10.8% | -25.0% | -19.4% |
| YTD | +12.8% | +48.3% | -35.5% | -9.2% |
| 1Y | +14.1% | +42.9% | -28.9% | -6.8% |
| 3Y | +146.0% | +43.3% | +102.7% | +99.4% |
| 5Y | +82.0% | +94.0% | -11.9% | +26.5% |
| All | +1,502.1% | +53.9% | +1,448.3% | +976.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 10y: compounded portfolio wealth divided by compounded XOP 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…
10y analysis · Full analysis span regression · 6 months rolling