-72.1%
USO vs QLD
+7,183.5%
-7,255.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -12.7% | +14.7% | +4.6% |
| 7D | -11.9% | -18.6% | +6.7% | -8.3% |
| 30D | +2.3% | -28.3% | +30.6% | +9.1% |
| 3M | +29.0% | -20.4% | +49.4% | +34.0% |
| 6M | +2.8% | -14.3% | +17.1% | +3.7% |
| YTD | +114.3% | +2.8% | +111.5% | +104.8% |
| 1Y | +108.7% | -1.2% | +109.9% | +100.8% |
| 3Y | +98.0% | +135.3% | -37.3% | +48.2% |
| 5Y | +162.1% | +62.6% | +99.5% | +101.1% |
| 10Y | +85.6% | +1,384.3% | -1,298.6% | -32.1% |
| All | -72.1% | +7,183.5% | -7,255.6% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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