+52.6%
XOM vs QLD
+13.1%
+39.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -4.2% |
| 7D | -7.0% | -9.4% | +2.4% | -9.1% |
| 30D | +3.2% | -17.1% | +20.3% | -1.2% |
| 3M | +10.7% | -10.4% | +21.1% | +8.3% |
| 6M | +11.6% | +0.7% | +10.9% | +13.7% |
| YTD | +43.5% | +17.7% | +25.7% | +53.0% |
| 1Y | +52.6% | +14.7% | +37.9% | +63.0% |
| All | +52.6% | +13.1% | +39.5% | +63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling