+399.7%
XOM vs QID
-100.0%
+499.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.8% |
| 7D | -2.4% | -2.7% | +0.4% | -3.1% |
| 30D | +5.7% | +1.8% | +3.9% | +6.2% |
| 3M | +6.6% | -2.2% | +8.7% | +6.1% |
| 6M | +7.7% | -32.1% | +39.8% | -3.7% |
| YTD | +36.2% | -28.6% | +64.8% | +23.8% |
| 1Y | +50.5% | -36.3% | +86.8% | +32.6% |
| 3Y | +53.4% | -74.4% | +127.8% | +6.7% |
| 5Y | +254.2% | -80.8% | +335.0% | +145.9% |
| 10Y | +177.9% | -99.1% | +277.0% | -24.2% |
| All | +399.7% | -100.0% | +499.7% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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